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An evaluation framework for alternative VaR-models
Bams, Dennis; Lehnert, Thorsten; Wolff, Christian C.P. - In: Journal of international money and finance 24 (2005) 6, pp. 944-958
Persistent link: https://www.econbiz.de/10006873817
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Mandelbrot and the Smile
Lehnert, Thorsten - In: Kredit und Kapital 42 (2009) 1, pp. 125-144
Persistent link: https://www.econbiz.de/10008246520
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Loss Functions in Option Valuation: A Framework for Selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christian C.P. - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 853-862
Persistent link: https://www.econbiz.de/10008252144
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FIXED INCOME TIPS, Inflation Expectations, and the Financial Crisis
Andonov, Aleksandar; Bardong, Florian; Lehnert, Thorsten - In: Financial analysts' journal : FAJ 66 (2010) 6, pp. 27-40
Persistent link: https://www.econbiz.de/10008766948
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On the relationship between credit rating announcements and credit default swap spreads for European reference entities
Lehnert, Thorsten; Neske, Frederick - In: The journal of credit risk : published quarterly by … 2 (2006) 2, pp. 83-90
Persistent link: https://www.econbiz.de/10009932449
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TIPS, BREAK-EVEN INFLATION, AND INFLATION FORECASTS
Bardong, Florian; Lehnert, Thorsten - In: The journal of fixed income 14 (2004) 3, pp. 15-35
Persistent link: https://www.econbiz.de/10007151064
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Measuring Financial Contagion Using Time-Aligned Data: The Importance of the Speed of Transmission of Shocks
Kleimeier, Stefanie; Lehnert, Thorsten; Verschoor, … - In: Oxford bulletin of economics and statistics 70 (2008) 4, pp. 493-508
Persistent link: https://www.econbiz.de/10008082118
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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An evaluation framework for alternative VaR models
Bams, Dennis - 2002
Persistent link: https://www.econbiz.de/10013423989
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Islamic Banking and Economic Growth
Kchouri, Bilal; Lehnert, Thorsten - 2020
This chapter measures the effect of growth in Islamic Banking assets on economic performance in a sample of 32 developed and developing countries based on data for the period 2000-2017. The findings show that, although Islamic banks are considered small relative to the total size of the...
Persistent link: https://www.econbiz.de/10014352227