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Varying the VaR for unconditional and conditional environments
Cotter, John - In: Journal of international money and finance 26 (2007) 8, pp. 1338-1354
Persistent link: https://www.econbiz.de/10003612273
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Credit default swaps as indicators of bank financial distress
Avino, Davide E.; Conlon, Thomas; Cotter, John - In: Journal of international money and finance 94 (2019), pp. 132-139
Persistent link: https://www.econbiz.de/10012135149
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Macro-financial spillovers
Cotter, John; Hallam, Mark; Yılmaz, Kamil - In: Journal of international money and finance 133 (2023), pp. 1-28
Persistent link: https://www.econbiz.de/10014304709
Cover Image
Varying the VaR for unconditional and conditional environments
Cotter, John - In: Journal of international money and finance 26 (2007) 8, pp. 1338-1354
Persistent link: https://www.econbiz.de/10007881938