Similar Search Results

Is there a nonlinear co-movement in the Eu countries' unemployment?

Camarero Olivas, Mariam; Ordóñez, Javier - In: Economics letters 93 (2006) 2, pp. 157-162

Persistent link: https://www.econbiz.de/10003391896

Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market

Escribano, Álvaro; Torrado, María - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19

Persistent link: https://www.econbiz.de/10011965358

Quantification of spread risk by means of historical simulation

Frisch, Christoph; Knöchlein, Germar - In: Applied quantitative finance, (pp. 37-67). 2009

Persistent link: https://www.econbiz.de/10003745948

Quantification of spread risk by means of historical simulation

Frisch, Christoph; Knöchlein, Germar - In: Applied quantitative finance : theory and computational …, (pp. 51-83). 2002

Persistent link: https://www.econbiz.de/10001749973

Analyzing the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data : Evidence from Germany

Entrop, Oliver - 2016

This paper describes the first thorough analysis of the interest risk of German banks on an individual bank level. We develop a new method that is based on time series of accountingbased data to quantify the interest risk of banks and apply it to analyze the German banking system. We find...

Persistent link: https://www.econbiz.de/10012989282