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The channels for financial contagion
Pritsker, Matthew - In: International financial contagion, (pp. 67-95). 2001
Persistent link: https://www.econbiz.de/10001614062
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Nonparametric density estimation and tests of continuous time interest rate models
Pritsker, Matthew - In: The review of financial studies 11 (1998) 3, pp. 449-487
Persistent link: https://www.econbiz.de/10001249774
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An overview of regulatory stress-testing and steps to improve it
Pritsker, Matthew - In: Global finance journal 39 (2019), pp. 39-43
Persistent link: https://www.econbiz.de/10012257028
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A fully-rational liquidity-based theory of IPO underpricing and underperformance
Pritsker, Matthew - 2006
Persistent link: https://www.econbiz.de/10003307001
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Stress-testing US bank holding companies : a dynamic panel quantile regression approach ; a comment
Pritsker, Matthew - In: International journal of forecasting 30 (2014) 3, pp. 714-716
Persistent link: https://www.econbiz.de/10010515588
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Knightian uncertainty and interbank lending
Pritsker, Matthew - In: Journal of financial intermediation 22 (2013) 1, pp. 85-105
Persistent link: https://www.econbiz.de/10009710630
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The hidden dangers of historial simulation
Pritsker, Matthew - In: Journal of banking & finance 30 (2006) 2, pp. 561-582
Persistent link: https://www.econbiz.de/10003291321
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Large investors : implications for equilibrium asset returns, shock absorption, and liquidity
Pritsker, Matthew - 2005
Persistent link: https://www.econbiz.de/10003105418
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Large investors : implications for equilibrium asset returns, shock absorption, and liquidity
Pritsker, Matthew (contributor) - 2005
Persistent link: https://www.econbiz.de/10003137222
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A fully-rational liquidity-based theory of IPO underpricing and underperformance
Pritsker, Matthew - 2006
Persistent link: https://www.econbiz.de/10003370832