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A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero; Vacca, Gianmarco; Zoia, Maria Grazia - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
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A two-step hybrid investment strategy for pension funds
Pagnoncelli, Bernardo K.; Cifuentes, Arturo; Denis, Gabriela - In: The North American journal of economics and finance : a … 42 (2017), pp. 574-583
Persistent link: https://www.econbiz.de/10011938202
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Causes of banking crises revisited
Klomp, Jeroen - In: The North American journal of economics and finance : a … 21 (2010) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10003994118
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Financial CDS, stock market and interest rates : which drives which?
Hammoudeh, Shawkat; Sari, Ramazan - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 257-276
Persistent link: https://www.econbiz.de/10009427388
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Stress testing correlation matrices for risk management
So, Mike Ka-pui; Wong, Jerry; Asai, Manabu - In: The North American journal of economics and finance : a … 26 (2013), pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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Quantitative evaluation of contingent capital and its applications
Gupta, Anshul; Akuzawa, Toshinao; Nishiyama, Yoshihiko - In: The North American journal of economics and finance : a … 26 (2013), pp. 457-486
Persistent link: https://www.econbiz.de/10010367569
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Identifying permanent and transitory risks in the Chinese property insurance market
Guo, Feng; Huang, Ying - In: The North American journal of economics and finance : a … 26 (2013), pp. 689-704
Persistent link: https://www.econbiz.de/10010370482
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Asset price, risk transfer and economic activities : firm-level evidence from China
Huang, Ying; Wang, Yizhong - In: The North American journal of economics and finance : a … 26 (2013), pp. 663-676
Persistent link: https://www.econbiz.de/10010370485
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Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data
Mandler, Martin - In: The North American journal of economics and finance : a … 23 (2012) 2, pp. 228-245
Persistent link: https://www.econbiz.de/10009673822
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An assessment of the Bank of Canada's term PRA facility
Enenajor, Emanuella; Sebastian, Alex; Witmer, Jonathan - In: The North American journal of economics and finance : a … 23 (2012) 1, pp. 123-143
Persistent link: https://www.econbiz.de/10009673884