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Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y. - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
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Can VARs describe monetary policy?
Evans, Charles L.; Kuttner, Kenneth N. - 1998
Persistent link: https://www.econbiz.de/10001377987
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Financial disruptions and heightened uncertainty : a case for timely policy action
Nalban, Valeriu; Smadu, Andra - 2020
Persistent link: https://www.econbiz.de/10012231025
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How should Central Banks determine and control their bank note inventory?
Massoud, Nadia - In: Journal of banking & finance 29 (2005) 12, pp. 3099-3119
Persistent link: https://www.econbiz.de/10003203852
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Monetary policy and the illusionary exchange rate puzzle
Bjørnland, Hilde Christiane - 2005
Persistent link: https://www.econbiz.de/10003186420
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Monetary policy and the illusionary exchange rate puzzle
Bjørnland, Hilde Christiane (contributor) - 2005
Persistent link: https://www.econbiz.de/10003180641
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Efficient VAR discretization
Gordon, Grey - 2020
Persistent link: https://www.econbiz.de/10012261237
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Modeling extreme events: time-varying extreme tail shape
Schwaab, Bernd; Zhang, Xin; Lucas, André - 2020
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in Extreme Value Theory, but casts the model in a …
Persistent link: https://www.econbiz.de/10012385032
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Central bank equity : facts and analytics
Bandyopadhyay, Sujan; Devnani, Rishab; Ghosh, Sudipta; … - In: Indian economic review : official journal of Delhi … 56 (2021) 1, pp. 255-279
Persistent link: https://www.econbiz.de/10012616864
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Foreign exchange intervention rule for central banks : risk-based framework
Lafarguette, Romain; Veyrune, Romain - 2021
This paper presents a rule for foreign exchange interventions (FXI), designed to preserve financial stability in floating exchange rate arrangements. The FXI rule addresses a market failure: the absence of hedging solution for tail exchange rate risk in the market (i.e. high volatility). Market...
Persistent link: https://www.econbiz.de/10012518276