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Eine neue Methode zur Risikoeinschätzung von Interbankenkrediten
Elsinger, Helmut; Lehar, Alfred; Summer, Martin - In: Finanzmarktstabilitätsbericht (2002), pp. 83-96
Persistent link: https://www.econbiz.de/10001710793
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Risk assessment for banking systems
Elsinger, Helmut - 2002
Persistent link: https://www.econbiz.de/10013436793
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Comment on: A non-parametric spatial independence test using symbolic entropy
Elsinger, Helmut - In: Regional science & urban economics 43 (2013) 5, pp. 838-840
Persistent link: https://www.econbiz.de/10010237447
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Independence tests based on symbolic dynamics
Elsinger, Helmut - 2010
Persistent link: https://www.econbiz.de/10008669631
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Comment on : A new test for chaos and determinism based on symbolic dynamics
Elsinger, Helmut - In: Journal of economic behavior & organization : JEBO 91 (2013), pp. 131-138
Persistent link: https://www.econbiz.de/10009772968
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Consumption based capital asset pricing and the Austrian Stock Exchange
Böheim, René; Boss, Michael - 1996
Using data from the Vienna Stock Exchange we investigate three different types of consumption based capital asset pricing models: the well known two state model of Mehra and Prescott, the model of Rietz, which includes also a crash state, and an own four state model. The aim of this Vienna Stock...
Persistent link: https://www.econbiz.de/10010291074
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Consumption based capital asset pricing and the Austrian Stock Exchange
Böheim, René; Boss, Michael - 1996
Persistent link: https://www.econbiz.de/10000939601
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Proportionality in banking regulation
Boss, Michael; Lederer, Gerald; Mujic, Naida; … - In: Monetary policy & the economy : quarterly review of … (2018) 2, pp. 51-70
Persistent link: https://www.econbiz.de/10012214445
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Consumption based capital asset pricing and the Austrian Stock Exchange
Böheim, René; Boss, Michael - 1996
Using data from the Vienna Stock Exchange we investigate three different types of consumption based capital asset pricing models: the well known two state model of Mehra and Prescott, the model of Rietz, which includes also a crash state, and an own four state model. The aim of this Vienna Stock...
Persistent link: https://www.econbiz.de/10009697460
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Principal-agent problems from a game-theoretic viewpoint
Summer, Martin - 1994
Persistent link: https://www.econbiz.de/10000895810