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Kursänderungsrisiken festverzinslicher Wertpapiere
Schulte, Reinhard - 1996
Persistent link: https://www.econbiz.de/10000590464
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Essays in financial economics and credit risk
Hilscher, Jens - 2005
Persistent link: https://www.econbiz.de/10003384505
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Risikoanalyse eines REX-Portfolios mit historisch geschätzter Varianz-Kovarianz-Matrix
Zimmerer, Thomas - In: Das Wirtschaftsstudium : wisu ; Zeitschrift für … 34 (2005) 12, pp. 1501-1507
Persistent link: https://www.econbiz.de/10003226865
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Hedging short-term interest risk under time-varying distributions
Gagnon, Louis - In: The journal of futures markets 15 (1995) 7, pp. 767-783
Persistent link: https://www.econbiz.de/10001190088
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Financial sector projections and stress testing in financial programming : a new framework
Basu, Ritu; Choueiri, Nada; Garcia Pascual, Antonio - 2006
Persistent link: https://www.econbiz.de/10003293099
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Stress testing of financial systems : an overview of issues, methodologies, and FSAP experiences
Blaschke, Winfrid; Jones, Matthew T.; Majnoni, Giovanni; … - 2001
Persistent link: https://www.econbiz.de/10001612421
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Financial Sector Projections and Stress Testing in Financial Programming : A New Framework
Basu, Ritu - 2006
This paper proposes a framework to check for consistency between the IMF's standard country surveillance tool, namely medium-term projections of the macroeconomic framework (including the real, fiscal, external, and monetary sectors), and the financial sector. Consistency here entails that the...
Persistent link: https://www.econbiz.de/10012780449
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Financial Sector Projections and Stress Testing in Financial Programming : A New Framework
Garcia Pascual, Antonio - 2006
This paper proposes a framework to check for consistency between the IMF''s standard country surveillance tool, namely medium-term projections of the macroeconomic framework (including the real, fiscal, external, and monetary sectors), and the financial sector. Consistency here entails that the...
Persistent link: https://www.econbiz.de/10014402512
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The volatility of the "green" option-adjusted spread : evidence before and during the pandemic period
Ortolano, Alessandra; Nissi, Eugenia - In: Risks : open access journal 10 (2022) 3, pp. 1-13
The paper is an investigation on the impact of financial markets on the volatility of the green bonds credit risk … detail, we highlight that the gamma in the two Exponential models is positive: so, the "green" credit risk volatility is more … of our knowledge this is the first study that analyzes the specific credit risk component of the green bond yields: we …
Persistent link: https://www.econbiz.de/10013093081
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Further evidence of momentum in corporate bond returns
Lin, Hai; Tao, Xinyuan Stacie; Wang, Junbo; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 8 (2020), pp. 65-97
Persistent link: https://www.econbiz.de/10012601390