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Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger; Backhaus, Jochen - In: Journal of economic dynamics & control 34 (2010) 4, pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
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The tale of two great crises
Fratianni, Michele; Giri, Federico - In: Journal of economic dynamics & control 81 (2017), pp. 5-31
Persistent link: https://www.econbiz.de/10011911903
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The Great Depression versus the Great Recession in the U.S. : how fiscal, monetary, and financial polices compare
Duca, John V. - In: Journal of economic dynamics & control 81 (2017), pp. 50-64
Persistent link: https://www.econbiz.de/10011911910
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Bad news in the Great Depression, the Great Recession, and other U.S. recessions : a comparative study
L'Huillier, Jean-Paul; Yoo, Donghoon - In: Journal of economic dynamics & control 81 (2017), pp. 79-98
Persistent link: https://www.econbiz.de/10011911919
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Liquidity traps and large-scale financial crises
Caggiano, Giovanni; Castelnuovo, Efrem; Damette, Olivier; … - In: Journal of economic dynamics & control 81 (2017), pp. 99-114
Persistent link: https://www.econbiz.de/10011911923
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Great Recession, slow recovery and muted fiscal policies in the US
Albonico, Alice; Paccagnini, Alessia; Tirelli, Patrizio - In: Journal of economic dynamics & control 81 (2017), pp. 140-161
Persistent link: https://www.econbiz.de/10011911929
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The fall in shadow banking and the slow U.S. recovery
Fève, Patrick; Moura, Alban; Pierrard, Olivier - In: Journal of economic dynamics & control 139 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013464790
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Coordinated bubbles and crashes
Zheng, Huanhuan - In: Journal of economic dynamics & control 120 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012503906
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Animal spirits and credit cycles
De Grauwe, Paul; Macchiarelli, Corrado - In: Journal of economic dynamics & control 59 (2015), pp. 95-117
Persistent link: https://www.econbiz.de/10011575059
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Credit market frictions and their direct effects on US manufacturing fluctuations
Li, Wenli; Sarte, Pierre-Daniel - In: Journal of economic dynamics & control 28 (2003) 3, pp. 419-443
Persistent link: https://www.econbiz.de/10001852910