Narrow search
Showing 1 - 4 of 4
Cover Image
Score-driven systemic risk signaling for European sovereign bond yields and CDS spreads
Lange, Rutger-Jan; Lucas, André; Siegmann, Adriaan Hendrik - In: Systemic risk tomography : signals, measurement and …, (pp. 129-150). 2017
Persistent link: https://www.econbiz.de/10011617892
Cover Image
Model-based business cycle and financial cycle decomposition for Europe and the United States
Koopman, Siem Jan; Lit, Rutger; Lucas, André - In: Systemic risk tomography : signals, measurement and …, (pp. 151-168). 2017
Persistent link: https://www.econbiz.de/10011617896
Cover Image
A comparison of parametric semi-nonparametric, adaptive, and nonparametric cointegration tests
Boswijk, Herman Peter; Lucas, André; Taylor, Nicholas - In: Applying Kernel and nonparametric estimation to …, (pp. 25-47). 2000
Persistent link: https://www.econbiz.de/10001548459
Cover Image
Fat tails and the effect on optimal asset allocations
Lucas, André; Klaassen, Pieter - In: Bank strategies and challenges in the new Europe, (pp. 272-288). 2001
Persistent link: https://www.econbiz.de/10001630871