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Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
Wegener, Christoph
;
Basse, Tobias
;
Sibbertsen, Philipp
; …
- In:
Application of operations research to financial markets
,
(pp. 407-426)
.
2019
Persistent link: https://www.econbiz.de/10012160047
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2
Forecasting output
Chauvet, Marcelle
;
Potter, Simon M.
-
2013
Persistent link: https://www.econbiz.de/10011506993
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3
Some evidence of the US business cycle long-term stabilization: decreasing volatility of the US coincident economic indicator
Cholodilin, Konstantin Arkadʹevič
- In:
Advances in macroeconometric modeling : papers and …
,
(pp. 41-64)
.
2004
Persistent link: https://www.econbiz.de/10002008183
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4
Forecasting Asian Credit Default Swap Spreads : a comparison of multi-regime models
Chatchai Khiewngamdee
;
Woraphon Yamaka
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 471-489)
.
2017
Persistent link: https://www.econbiz.de/10011801798
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5
Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
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6
Shaking the tree : an agency-theoretic model of asset pricing
Shorish, Jamsheed
;
Spear, Stephen E.
- In:
Essays in dynamic general equilibrium theory ; …
,
(pp. 243-265)
.
2004
Persistent link: https://www.econbiz.de/10002576152
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7
Long memory model : BIST 100 index
Terzioğlu, M. Kenan
- In:
Current issues in finance, economy and politics : …
,
(pp. 301-309)
.
2019
Persistent link: https://www.econbiz.de/10012253158
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8
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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