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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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Value at risk using the factor-ARCH model
Christiansen, Charlotte - 1998
Persistent link: https://www.econbiz.de/10000994075
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Can VAR models capture regime shifts in asset returns? : A long-horizon strategic asset allocation perspective
Guidolin, Massimo; Hyde, Stuart - 2010
Persistent link: https://www.econbiz.de/10003921737
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Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - 2014
Persistent link: https://www.econbiz.de/10010380069
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The real term premium in a stationary economy with segmented asset markets
Chien, YiLi; Lee, Junsang - 2018
Persistent link: https://www.econbiz.de/10011950363
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Long-term finance and investment with frictional asset markets
Kozlowski, Julian - 2017
shorter horizons and lower productivity projects. The theory guides a new identification of the slope of liquidity spread in …
Persistent link: https://www.econbiz.de/10011911516
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Demographic impacts on life cycle portfolios and financial market structures
Liu, Weifeng; Poonpolkul, Phitawat - 2020
Persistent link: https://www.econbiz.de/10012534820
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Inelastic demand meets optimal supply of risky sovereign bonds
Moretti, Matías; Pandolfi, Lorenzo; Schmukler, Sergio L.; … - 2024
Persistent link: https://www.econbiz.de/10014631678
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Financial development and long-run volatility trends Pengfei Wang and Yi Wen
Wang, Pengfei; Wen, Yi - 2013
Persistent link: https://www.econbiz.de/10009687817
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Modeling credit aggregates
Kaufmann, Sylvia; Valderrama, María Teresa - 2004
Persistent link: https://www.econbiz.de/10002349798