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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - 1999
Persistent link: https://www.econbiz.de/10001417317
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Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2011
Persistent link: https://www.econbiz.de/10008839764
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CAViaR : conditional value at risk by quantile regression
Engle, Robert F.; Manganelli, Simone - 1999
Persistent link: https://www.econbiz.de/10001415135
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Measuring the relative performance of providers of a health service
Ackerberg, Daniel A.; Machado, Matilde P.; Riordan, … - 2001
Persistent link: https://www.econbiz.de/10001595923
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Banks' risk exposures
Begenau, Juliane; Piazzesi, Monika; Schneider, Martin - 2015
Persistent link: https://www.econbiz.de/10011308062
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Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - 2002
Persistent link: https://www.econbiz.de/10001661181
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Global business cycles and credit risk
Pesaran, M. Hashem; Schuermann, Til; Treutler, Björn-Jakob - 2005
Persistent link: https://www.econbiz.de/10003087235
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Optimal bank regulation in the presence of credit and run-risk
Kashyap, Anil K.; Tsomocos, Dimitrios P.; Vardoulakis, … - 2020
Persistent link: https://www.econbiz.de/10012193686
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Financial risk measurement for financial risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2012
Persistent link: https://www.econbiz.de/10009553634
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Stochastic process switching : some simple solutions
Froot, Kenneth; Obstfeld, Maurice - 1989
Persistent link: https://www.econbiz.de/10000769017