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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
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Priced risk and asymmetric volatility in the cross section of skewness
Engle, Robert F.
;
Mistry, Abhishek
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 135-144
Persistent link: https://www.econbiz.de/10010497106
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