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Cross-border diversification in bank asset portfolios
Buch, Claudia M.; Driscoll, John C.; Ostergaard, Charlotte - 2004
Persistent link: https://www.econbiz.de/10002087589
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Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637889
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Cross-border diversification in bank asset portfolios
Buch, Claudia M. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002200355
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Optimal bank portfolios and the credit crunch
Passmore, Stuart Wayne; Sharpe, Steven A. - 1994
Persistent link: https://www.econbiz.de/10000965744
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Equilibrium price with institutional investors and with naive traders
Dupont, Dominique - 1998
Persistent link: https://www.econbiz.de/10000987297
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Interbank payments and the daily federal funds rate
Furfine, Craig H. - 1998
Persistent link: https://www.econbiz.de/10000990237
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Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H. - 1997
Persistent link: https://www.econbiz.de/10000633327
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Evaluating the forecasts of risk models
Berkowitz, Jeremy - 1999
Persistent link: https://www.econbiz.de/10001407286
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A comparative anatomy of credit risk models
Gordy, Michael B. - 1998
Persistent link: https://www.econbiz.de/10001352875
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Stock market fluctuations and the term structure
Zhou, Chunsheng - 1996
Persistent link: https://www.econbiz.de/10000930617