Narrow search
Showing 1 - 10 of 332
Cover Image
Estimating global bank network connectedness
Demirer, Mert; Diebold, Francis X.; Liu, Laura; … - 2015
150 banks, 2003-2014. We characterize static network connectedness using full-sample estimation and dynamic network … connectedness using rolling-window estimation. Statistically, we find that global banking connectedness is clearly linked to bank …
Persistent link: https://www.econbiz.de/10011309448
Cover Image
Estimating global bank network connectedness
Demirer, Mert; Diebold, Francis X.; Liu, Laura; … - 2015
Persistent link: https://www.econbiz.de/10011326737
Cover Image
Estimating Global Bank Network Connectedness
Demirer, Mert - 2017
the world's top 150 banks, 2003-2014. We characterize static network connectedness using full-sample estimation and … dynamic network connectedness using rolling-window estimation. Statically, we find that global bank equity connectedness has a …
Persistent link: https://www.econbiz.de/10012963187
Cover Image
Estimating Global Bank Network Connectedness
Demirer, Mert - 2020
150 banks, 2003-2014. We characterize static network connectedness using full-sample estimation and dynamic network … connectedness using rolling-window estimation. Statistically, we find that global banking connectedness is clearly linked to bank …
Persistent link: https://www.econbiz.de/10012856145
Cover Image
Estimating global bank network connectedness
Demirer, Mert; Diebold, Francis X.; Liu, Laura; … - 2017
Persistent link: https://www.econbiz.de/10011616797
Cover Image
Estimating Global Bank Network Connectedness
Demirer, Mert - 2017
the world's top 150 banks, 2003-2014. We characterize static network connectedness using full-sample estimation and … dynamic network connectedness using rolling-window estimation. Statically, we find that global bank equity connectedness has a …
Persistent link: https://www.econbiz.de/10012455541
Cover Image
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10003350610
Cover Image
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - In: The risks of financial institutions : [...papers and …, (pp. 513-548). 2006
Persistent link: https://www.econbiz.de/10003445632
Cover Image
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002569521
Cover Image
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035