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Sustainable profitability in volatile cyclical markets
Sarraf, Hanna - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
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Quantitative methods in economics and finance
Kliestik, Tomas (ed.); Valaskova, Katarina (ed.);  … - 2021
The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange...
Persistent link: https://www.econbiz.de/10012586709
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Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
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Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato - In: Empirical economics : a journal of the Institute for … 57 (2019) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
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Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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Income volatility and residential mortage delinquency : evidence from 12 EU countries
Diaz-Serrano, Luis - 2005
Persistent link: https://www.econbiz.de/10002684282
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Dis-entangling the mortgage arrears crisis : the role of the labour market, income volatility and housing equity
McCarthy, Yvonne - 2014
Persistent link: https://www.econbiz.de/10010362550
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Mortgage risk and the yield curve
Malkhozov, Aytek; Mueller, Philippe; Vedolin, Andrea; … - In: The review of financial studies 29 (2016) 5, pp. 1220-1253
Persistent link: https://www.econbiz.de/10011530026
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Dis-entangling the mortgage arrears crisis : the role of the labour market, income volatility and negative equity
McCarthy, Yvonne - In: Journal of the Statistical and Social Inquiry Society … 43 (2013/2014), pp. 71-90
Persistent link: https://www.econbiz.de/10010462656
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Income volatility and residential mortgage delinquency across the EU
Diaz-Serrano, Luis - In: Journal of housing economics 14 (2005) 3, pp. 153-177
Persistent link: https://www.econbiz.de/10003196424