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~isPartOf:"Journal of economic dynamics & control"
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Journal of economic dynamics & control
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2611
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
2612
Asymmetries in risk premia, macroeconomic uncertainty and business cycles
Görtz, Christoph
;
Yeromonahos, Mallory
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464503
Saved in:
2613
Contagion accounting in stress-testing
Aldasoro, Iñaki
;
Hüser, Anne-Caroline
;
Kok Sørensen, …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
Saved in:
2614
Solving linear rational expectations models in the presence of structural change : some extensions
Hatcher, Michael
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464728
Saved in:
2615
The decline in capital-skill complementarity
Castex, Gonzalo
;
Cho, Sang-wook
;
Dechter, Evgenia
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464730
Saved in:
2616
Out-of-equilibrium dynamics and excess volatility in firm networks
Dessertaine, Théo
;
Moran, José
;
Benzaquen, Michael
; …
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-47
Persistent link: https://www.econbiz.de/10013464732
Saved in:
2617
Asset holdings, information aggregation in secondary markets and credit cycles
Basso, Henrique S.
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013464744
Saved in:
2618
Welfare implications of bank capital requirements under dynamic default decisions
Ogawa, Toshiaki
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013464746
Saved in:
2619
A
theory
of procyclical market liquidity
Strobl, Günter
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013464756
Saved in:
2620
Social health insurance : a quantitative exploration
Jung, Jürgen
;
Tran, Chung
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013464781
Saved in:
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