Similar Search Results

The Holt-Winters filter and the one-sided HP filter : a close correspondence

Alfaro, Rodrigo; Drehmann, Mathias - In: Economics letters 222 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014231909

The Holt-Winters filter and the one-sided HP filter : a close correspondence

Alfaro, Rodrigo; Drehmann, Mathias - 2022

Persistent link: https://www.econbiz.de/10013327235

Riesgo de crédito de la banca

Alfaro, Rodrigo; Calvo, Daniel; Oda, Daniel - 2008

Persistent link: https://www.econbiz.de/10003868007

Cubrir o no cubrir : ¿ese es el dilema?

Alfaro, Rodrigo; Goldberger, Natán - 2012

Persistent link: https://www.econbiz.de/10009574472

A note on Yield spread and output growth

Alfaro, Rodrigo; Romero, Damián - 2013

Persistent link: https://www.econbiz.de/10009783308

FX-hedging for Latin American investors

Alfaro, Rodrigo; Goldberger, Natan - In: Emerging markets review 59 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014533602

Issues in money, banking and herding

Drehmann, Mathias - 2003

Persistent link: https://www.econbiz.de/10001746688

An economic capital model integrating credit and interest rate risk in the banking book

Alessandri, Piergiorgio; Drehmann, Mathias - 2010

Banks often measure credit and interest rate risk separately and then add the two risk measures to determine their overall economic capital. This approach misses complex interactions between the two risks. We develop a framework where credit and interest rate risks are analysed jointly. We focus...

Persistent link: https://www.econbiz.de/10003969368

Measuring the systemic importance of interconnected banks

Drehmann, Mathias; Tarashev, Nikola A. - 2011

Persistent link: https://www.econbiz.de/10008903833

El impacto integrado del riesgo de crédito y de tasa de interés bancarios : una perspectiva de valor económico y suficiencia de capital

Drehmann, Mathias; Sorensen, Steffen; Stringer, Marco - In: Monetaria 32 (2009) 1, pp. 63-115

Persistent link: https://www.econbiz.de/10003947891