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Lo, Andrew W.
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Working paper / National Bureau of Economic Research, Inc
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Journal of financial economics
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Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-560
Persistent link: https://www.econbiz.de/10009969420
Saved in:
2
ECONOMETRIC MEASURES OF SYSTEMIC RISK IN THE FINANCE AND INSURANCE SECTORS
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W
; …
-
2010
Persistent link: https://www.econbiz.de/10008446843
Saved in:
3
PERSPECTIVES - On a New Approach for Analyzing and Managing Macrofinancial Risks
Merton, Robert C
;
Billio, Monica
;
Getmansky, Mila
; …
- In:
Financial analysts' journal : FAJ
69
(
2013
)
2
,
pp. 22-33
Persistent link: https://www.econbiz.de/10010106185
Saved in:
4
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-610
Persistent link: https://www.econbiz.de/10006502560
Saved in:
5
SYSTEMIC RISK AND HEDGE FUNDS
Chan, Nicholas
;
Getmansky, Mila
;
Haas, Shane M.
;
Lo, …
-
2005
Persistent link: https://www.econbiz.de/10006959973
Saved in:
6
AN ECONOMETRIC MODEL OF SERIAL CORRELATION AND ILLIQUIDITY IN HEDGE FUND RETURNS
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
-
2003
Persistent link: https://www.econbiz.de/10006969592
Saved in:
7
Contagion and interdependence in stock markets: Have they been misdiagnosed?
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of economics and business
55
(
2003
)
5
,
pp. 405-426
Persistent link: https://www.econbiz.de/10005932218
Saved in:
8
Value-at-Risk: a multivariate switching regime approach
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 531-554
Persistent link: https://www.econbiz.de/10007240709
Saved in:
9
Volatility and shocks spillover before and after EMU in European stock markets
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of multinational financial management
13
(
2003
)
4
,
pp. 323-340
Persistent link: https://www.econbiz.de/10007104916
Saved in:
10
The life cycle of hedge funds : fund flows, size, competition, and performance
Getmansky, Mila
- In:
The quarterly journal of finance
2
(
2012
)
1
,
pp. 301-353
Persistent link: https://www.econbiz.de/10010030005
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