Narrow search
Showing 1 - 10 of 15,408
Cover Image
Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information
Schumacher, Liliana - 2011
This paper proposes and demonstrates a methodology for modeling correlated systemic solvency and liquidity risks for a banking system. Using a forward looking simulation of many risk factors applied to detailed balance sheets for a 10 bank stylized United States banking system, we analyze...
Persistent link: https://www.econbiz.de/10014397686
Cover Image
Do central bank forecasts influence private agents? : forecasting performance versus signals
Hubert, Paul - In: Journal of money, credit and banking : JMCB 47 (2015) 4, pp. 771-789
Persistent link: https://www.econbiz.de/10011307957
Cover Image
Applications of artificial intelligence in finance and economics
Binner, Jane M. (ed.); Kendall, Graham (ed.);  … - 2004 - 1. ed
Persistent link: https://www.econbiz.de/10002346905
Cover Image
Essays on financial markets and the macroeconomy
Mönch, Emanuel - 2006
Persistent link: https://www.econbiz.de/10003412031
Cover Image
Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information
Barnhill, Theodore - 2011
This paper proposes and demonstrates a methodology for modeling correlated systemic solvency and liquidity risks for a banking system. Using a forward looking simulation of many risk factors applied to detailed balance sheets for a 10 bank stylized United States banking system, we analyze...
Persistent link: https://www.econbiz.de/10013117332
Cover Image
Modeling correlated systemic liquidity and solvency risks in a financial environment with incomplete information
Barnhill, Theodore M.; Schumacher, Liliana - 2011
Persistent link: https://www.econbiz.de/10009422272
Cover Image
Victory or repudiation? Predicting winners in civil wars using international financial markets
Mitchener, Kris; Oosterlinck, Kim; Weidenmier, Marc D.; … - In: Journal of banking & finance 60 (2015), pp. 310-319
Persistent link: https://www.econbiz.de/10011545064
Cover Image
Macrofinancial risk analysis
Gray, Dale F.; Malone, Samuel W. - 2008
Persistent link: https://www.econbiz.de/10003528075
Cover Image
European Monetary Union, emerging markets and econometric issues in international finance
Cornelius, Peter (ed.) - 2000
Persistent link: https://www.econbiz.de/10001506444
Cover Image
International financial forecasting : special issue
Brown, L. David (contributor);  … - In: International journal of forecasting 14 (1998) 2, pp. 161-298
Persistent link: https://www.econbiz.de/10001251155