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Intertemporale Substitution und ex-ante Realzinssätze : Theorie und Empirie für vier Länder
Marty, Rudolf - 1992
Persistent link: https://www.econbiz.de/10000840195
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Liquidity risk in periods of intensive information flow
Malinowska, Magdalena - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003806585
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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Benefits and risks of financial integration
Calari, Cesare - In: Financial development, integration and stability : …, (pp. 9-15). 2006
Persistent link: https://www.econbiz.de/10003427778
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Financial risk redistribution and income fluctuations
Gnesutta, Claudio - In: Production, distribution and trade : alternative …, (pp. 183-207). 2010
Persistent link: https://www.econbiz.de/10008651713
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Risks in financial group structures
Lumpkin, Stephen A. - In: Financial market trends (2010) 99, pp. 105-136
Persistent link: https://www.econbiz.de/10008990003
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Information, knowledge, and investing in offshore financial markets
Clark, Gordon L. - In: Journal of sustainable finance & investment 4 (2014) 4, pp. 299-320
Persistent link: https://www.econbiz.de/10011342500
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Financial stability risks from housing market cycles
Thornley, Michael - In: Bulletin / Reserve Bank of New Zealand 79 (2016) 12, pp. 2-16
Persistent link: https://www.econbiz.de/10011506318
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A fully integrated liquidity and market risk model
Meucci, Attilio - In: Financial analysts' journal : FAJ 68 (2012) 6, pp. 94-105
Persistent link: https://www.econbiz.de/10009680546
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The detection of nonstationarity in the market model
Burnett, John E. - In: Quarterly journal of business and economics : QJBE 35 (1996) 1, pp. 36-50
Persistent link: https://www.econbiz.de/10001202406