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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Finanzmarkt"
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Finanzmarkt
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ECONIS (ZBW)
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1
Financial innovation for an aging world
Mitchell, Olivia S.
;
Piggott, John
;
Sherris, Michael
; …
-
2006
Persistent link: https://www.econbiz.de/10003365265
Saved in:
2
Hedging the black swan : conditional heteroskedasticity and tail dependence in S&P500 and VIX
Hilal, Sawsan
;
Poon, Ser-Huang
;
Tawn, Jonathan
- In:
Journal of banking & finance
35
(
2011
)
9
,
pp. 2374-2387
Persistent link: https://www.econbiz.de/10009247196
Saved in:
3
Estimating non-linear serial and cross-interdependence between financial assets
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 837-846
Persistent link: https://www.econbiz.de/10009708737
Saved in:
4
Measuring time-varying financial market integration : an unobserved components approach
Berger, Tino
;
Pozzi, Lorenzo
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 463-473
Persistent link: https://www.econbiz.de/10009705640
Saved in:
5
Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes
- In:
Journal of banking & finance
70
(
2016
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
Saved in:
6
Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe
;
Gabriel, Vasco J.
- In:
Journal of banking & finance
47
(
2014
),
pp. 288-295
Persistent link: https://www.econbiz.de/10010506954
Saved in:
7
Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas
- In:
Journal of banking & finance
66
(
2016
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
Saved in:
8
Equity premia with benchmark levels of consumption : closed-form results
Abel, Andrew B.
-
2006
Persistent link: https://www.econbiz.de/10003333462
Saved in:
9
Endogenous sudden stops in a business cycle model with collateral constraints : a Fisherian deflation of Tobin's Q
Mendoza, Enrique G.
-
2006
Persistent link: https://www.econbiz.de/10003383053
Saved in:
10
Flight to quality and collective risk management
Caballero, Ricardo J.
;
Krishnamurthy, Arvind
-
2006
Persistent link: https://www.econbiz.de/10003309327
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