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Market timing under limited information : an empirical investigation in US Treasury market
Tong, Guoshi - In: Annals of economics and finance 18 (2017) 2, pp. 291-322
Persistent link: https://www.econbiz.de/10012109990
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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
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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
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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
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Essays on financial markets and the macroeconomy
Mönch, Emanuel - 2006
Persistent link: https://www.econbiz.de/10003412031
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A new method to assess the degree of information rigidity using fixed-event forecasts
Vereda, Luciano; Savignon, João; Silva, Tarciso Gouveia da - In: International journal of forecasting 37 (2021) 4, pp. 1576-1589
Persistent link: https://www.econbiz.de/10013274314
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Informationsrisikokosten am deutschen Aktienmarkt : eine empirische Analyse
Burth, Marcus - 2005
Persistent link: https://www.econbiz.de/10002610685
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Predictability in equilibrium : the price dynamics of real estate investment trusts
Capozza, Dennis R.; Israelsen, Ryan D. - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 541-567
Persistent link: https://www.econbiz.de/10003640817
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Forecasting recreational visitation at US national parks
Wilmot, Neil A.; McIntosh, Christopher R. - In: Tourism analysis : an interdisciplinary tourism & … 19 (2014) 2, pp. 129-137
Persistent link: https://www.econbiz.de/10010380901
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Comparing forecasting models in tourism
Chen, Rachel J. C.; Bloomfield, Peter; Cubbage, Frederick W. - In: Journal of hospitality & tourism research : JHTR ; the … 32 (2008) 1, pp. 3-21
Persistent link: https://www.econbiz.de/10003661336