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Credit Constraints, Capital Portfolios, and Measured Productivity
Duncan, Alfred; Mulay, Anup - 2022
aggregate productivity using a dynamic general equilibrium model. Data shows that post the 2008 crisis, firms changed their … sheet portfolio composition of productive assets. This reallocation of assets leads to an increase in measured productivity …
Persistent link: https://www.econbiz.de/10014238987
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Credit constraints, capital portfolios, and measured productivity
Duncan, Alfred; Mulay, Anup - 2022
Persistent link: https://www.econbiz.de/10013502492
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How should the cost of joint risk capital be allocated for performance measurement?
Homburg, Carsten; Scherpereel, Peter - In: European journal of operational research : EJOR 187 (2008) 1, pp. 208-227
Persistent link: https://www.econbiz.de/10003769183
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Modelling, estimation and visualization of multivariate dependence for high-frequency data
Brodin, Erik; Klüppelberg, Claudia - In: Statistical modelling and regression structures : …, (pp. 267-300). 2010
Persistent link: https://www.econbiz.de/10003964488
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Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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A portfolio theory of defaultable bonds and its empirical validation
Schubert, Dirk A. - 2004
Persistent link: https://www.econbiz.de/10002212131
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Measures of financial sophistication
Katz, Jerome A.; Cabezuelo, Ana - In: Handbook of entrepreneurial dynamics : the process of …, (pp. 372-385). 2004
Persistent link: https://www.econbiz.de/10002225742
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CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.; Manganelli, Simone - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
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Composition, similarity, and the measurement of economic homogeneity
Chandra, Siddharth - In: Journal of regional science 45 (2005) 3, pp. 591-616
Persistent link: https://www.econbiz.de/10003086289
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CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.; Manganelli, Simone - 1999
Persistent link: https://www.econbiz.de/10001441337