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Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui; Cui, Rui; He, Zhiguo; Milbradt, Konstantin - 2014
Persistent link: https://www.econbiz.de/10010440778
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AIG in hindsight
McDonald, Robert L.; Paulson, Anna Louise - 2015
Persistent link: https://www.econbiz.de/10010530690
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A pyrrhic victory? - bank bailouts and sovereign credit risk
Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp - 2011
Persistent link: https://www.econbiz.de/10009231413
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Procyclical leverage and value-at-risk
Adrian, Tobias; Shin, Hyun Song - 2013
Persistent link: https://www.econbiz.de/10009737670
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Replacing ratings
Becker, Bo; Opp, Marcus M. - 2013
Persistent link: https://www.econbiz.de/10009785422
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Volatility forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002685057
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COVAR
Adrian, Tobias; Brunnermeier, Markus Konrad - 2011
Persistent link: https://www.econbiz.de/10009349185
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The liquidity premium of near-money assets
Nagel, Stefan - 2014
Persistent link: https://www.econbiz.de/10010389730
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Synthesizing econometric evidence : the case of demand elasticity estimates
DeCicca, Philip; Kenkel, Donald Scott - 2015
Persistent link: https://www.econbiz.de/10010490802
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Financial dampening
Wieland, Johannes; Yang, Mu-Jeung - 2016
Persistent link: https://www.econbiz.de/10011460484