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Changing risk, changing risk premiums, and dividend yield effects
Chen, Nai-fu
Persistent link: https://www.econbiz.de/10001274013
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Exchange rate volatility, uncertainty, and investment : an empirical investigation
Huizinga, John - In: Capital mobility : the impact on consumption, …, (pp. 185-213). 1994
Persistent link: https://www.econbiz.de/10001286309
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The quasi-option value of irreversible development
Freeman, Albert Myrick - In: The economic approach to environmental policy : the …, (pp. 402-405). 1998
Persistent link: https://www.econbiz.de/10001304257
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On the accuracy of VaR estimates based on the variance-covariance approach
Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998
Persistent link: https://www.econbiz.de/10001305354
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Basics of statistical VaR-estimation
Ridder, Thomas - In: Risk measurement, econometrics and neural networks : …, (pp. 161-187). 1998
Persistent link: https://www.econbiz.de/10001305355
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Modifikation der Verteilungsannahme im Value-at-Risk-Modell
Jödicke, Ralf; Schremper, Ralf - 1999
Persistent link: https://www.econbiz.de/10001404275
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Technology (and policy) shocks in models of endogenous growth
Jones, Larry E.; Manuelli, Rodolfo E.; Stacchetti, Ennio - 1999
Persistent link: https://www.econbiz.de/10001409880
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Time-varying risk perceptions and the pricing of risky assets
Friedman, Benjamin M. - In: Oxford economic papers 44 (1992) 4, pp. 34-66
Persistent link: https://www.econbiz.de/10001330843
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Risk, diversification and the design of loss limitations under a realization-based income tax
Scarborough, Robert H. - In: Tax law review 48 (1993) 3, pp. 677-717
Persistent link: https://www.econbiz.de/10001332609
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Financial firms' production and supply-side monetary aggregation under dynamic uncertainty
Barnett, William A. - In: Review / Federal Reserve Bank of St. Louis 76 (1994) 2, pp. 133-165
Persistent link: https://www.econbiz.de/10001332619