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Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market
Kim, Don H.; Loretan, Mico; Remolona, Eli M. - In: The international financial crisis and policy …, (pp. 318-339). 2010
Persistent link: https://www.econbiz.de/10008780043
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Private information, stock markets, and exchange rates
Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip; … - In: The international financial crisis and policy …, (pp. 186-210). 2010
Persistent link: https://www.econbiz.de/10008780050
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The international financial crisis: timeline, impact and policy responses in Asia and the Pacific
Filardo, Andrew J.; George, Jason; Loretan, Mico; Ma, Guonan - In: The international financial crisis and policy …, (pp. 21-82). 2010
Persistent link: https://www.econbiz.de/10008780060
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Should we expect significant out-of-sample results when predicting stock returns?
Hjalmarsson, Erik - In: Stock returns : cyclicity, prediction and economic …, (pp. 269-274). 2009
Persistent link: https://www.econbiz.de/10003945039