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Three liquidity crises in retrospective : implications for central banking today

Sauer, Stephan - 2007

descriptions of the stock market crash in 1987, the LTCM-crisis in 1998 and the financial market consequences of 11 September 2001 …

Persistent link: https://www.econbiz.de/10003951410

The quantification and aggregation of model risk : perspectives on potential approaches

Jacobs, Michael <Jr.> - In: International journal of financial engineering and risk … 2 (2015) 2, pp. 124-154

Persistent link: https://www.econbiz.de/10011527495

Spillovers of macroeconomic uncertainty among major economies

Yin, Libo; Han, Liyan - In: Applied economics letters 21 (2014) 13/15, pp. 938-944

Persistent link: https://www.econbiz.de/10010418311

The allocation of aggregate risk, secondary market trades, and financial boom-bust cycles

Beaudry, Paul; Lahiri, Amartya - In: Journal of money, credit and banking : JMCB 46 (2014) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10010464164

When "no news" is bad news : complexity and uncertainty in the global crisis of 1914

Fohlin, Caroline - 2016

Persistent link: https://www.econbiz.de/10011758185

Crash risk in individual stocks

Pederzoli, Paola - 2018

This paper implements a novel model-free methodology to measure skewness risk premia in individual stocks. The methodology takes the form of a trading strategy, a skewness swap. The return on the strategy shows a significant positive skewness risk premium in individual stocks. The risk premium...

Persistent link: https://www.econbiz.de/10011899675