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Deposit insurance and asset price volatility
Ljungqvist, Lars - 1993
Persistent link: https://www.econbiz.de/10000892230
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Modeling non-maturing Demand Deposits : a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit vo...
Döpp, Sophie; Horovitz, Andre; Szimayer, Alexander - 2021
This paper aims to develop a methodology for the estimation of the idiosyncratic confidence level inherent within the process of determining the threshold of separation between volatile and stable deposit volumes. The idiosyncratic confidence level must be reflective of the institution's...
Persistent link: https://www.econbiz.de/10013249066
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Modeling non-maturing demand deposits : a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit vo...
Döpp, Sophie; Horovitz, Andre; Szimayer, Alexander - In: The Quarterly Journal of Finance : QJF 12 (2022) 1, pp. 2240006-1-2240006-20
Persistent link: https://www.econbiz.de/10013174948
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Dynamic volatility regulation of financial institutions
Hilscher, Jens; Raviv, Alon; Wiener, Zvi - In: Finance research letters 61 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014490771
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An index of co-movements in financial time series
Sentana, Enrique; Shah, Mushtaq - 1994
Persistent link: https://www.econbiz.de/10000893176
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Dealer behaviour and price volatility in asset markets
Cripps, Martin - 1989
Persistent link: https://www.econbiz.de/10000782903
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Differential information and excessive volatility in financial markets
Andersen, Torben M. - 1991
Persistent link: https://www.econbiz.de/10000815974
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Exchange rate variability and asset trade
Persson, Torsten; Svensson, Lars E. O. - 1989
Persistent link: https://www.econbiz.de/10000759070
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Double long-memory financial time series
Teyssiere, Gilles - 1996
Persistent link: https://www.econbiz.de/10000590664
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000591799