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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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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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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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What is the chance that the equity premium varies over time? : Evidence from predictive regressions
Warusawitharana, Missaka; Wachter, Jessica - 2009
Persistent link: https://www.econbiz.de/10003864788
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The cross section of money market fund risks and financial crises
McCabe, Patrick E. - 2010
Persistent link: https://www.econbiz.de/10008670000
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Granularity adjustment for mark-to-market credit risk models
Gordy, Michael B.; Marrone, James - 2010
Persistent link: https://www.econbiz.de/10003995912
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The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav; Szerszen, Pawel J. - 2010
Persistent link: https://www.econbiz.de/10008655786
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Computing DSGE models with recursive preferences and stochastic volatility
Caldara, Dario; Fernández-Villaverde, Jesús; … - 2012
Persistent link: https://www.econbiz.de/10009505593
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Solving asset pricing models with stochastic volatility
De Groot, Oliver - 2014
Persistent link: https://www.econbiz.de/10011280243