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Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H. - In: Journal of financial services research : JFSR 13 (1998) 3, pp. 231-255
Persistent link: https://www.econbiz.de/10001250344
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Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and … indices and foreign exchange rates. -- Stochastic volatility ; Markov chain Monte Carlo ; Metropolis-Hastings algorithm Jump …
Persistent link: https://www.econbiz.de/10003770817
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Financial markets and the real economy
Cochrane, John H. - 2005
Persistent link: https://www.econbiz.de/10003285703
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Zinsänderungsrisiko und Bonitätsänderungsrisiko integriert betrachtet : ein Überblick über den Stand der Literatur
Spellmann, Frank - In: Credit Risk und Value-at-Risk Alternativen : …, (pp. 259-280). 1998
Persistent link: https://www.econbiz.de/10001304871
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Bank risk from nonbank activities
Brewer, Elijah - In: Economic perspectives 12 (1988) 4, pp. 14-26
Persistent link: https://www.econbiz.de/10001071432
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Inter-Banken-Kredite und systemisches Risiko
Staub, Markus - In: Swiss journal of economics and statistics (1998), pp. 193-230
Persistent link: https://www.econbiz.de/10001245185
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Money, credit, and banking lecture : using market information in prudential bank supervision ; a review of the US empirical evidence
Flannery, Mark J. - In: Journal of money, credit and banking : JMCB 30 (1998) 3, pp. 273-305
Persistent link: https://www.econbiz.de/10001250046
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The role of risk management in corporate governance
Ellul, Andrew - In: Annual review of financial economics 7 (2015), pp. 279-299
Persistent link: https://www.econbiz.de/10011567561
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The axiomatic approach to risk measures for capital determination
Föllmer, Hans; Weber, Stefan - In: Annual review of financial economics 7 (2015), pp. 301-337
Persistent link: https://www.econbiz.de/10011567575
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Contingent capital instruments for large financial institutions : a review of the literature
Flannery, Mark J. - In: Annual review of financial economics 6 (2014), pp. 225-240
Persistent link: https://www.econbiz.de/10010492518