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How accurate are modern value-at-risk estimators derived from extreme value theory?

Auer, Benjamin R.; Mögel, Benjamin - 2016

derived from extreme value theory (EVT). Specifically, in a multi-asset study covering 30 years of stock, bond, commodity and …

Persistent link: https://www.econbiz.de/10011587888

Countercyclicality of financial crisis interventions in an open economy with credit constraint

Vargas, Carmiña O.; Parra-Polania, Julian A. - 2017

Persistent link: https://www.econbiz.de/10011650440

Strategic CSR, heterogeneous firms and credit constraints

Giallonardo, Luisa; Mulino, Marcella - In: The B.E. journal of economic analysis & policy 16 (2016) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10011655188

M&As, investment and financing constraints

Stiebale, Joel; Wößner, Nicole - 2017

We use a panel data set of European firms to analyse the effects of domestic and international M&As on target firms' investment, growth and financial constraints. Combining propensity score matching with a difference-in-differences estimator, our results indicate that upon acquisition, target...

Persistent link: https://www.econbiz.de/10011671647

Dynamic stochastic general equilibrium model for the Islamic economy

Dahani, Khawla; Aboulaich, Rajae - In: Investment management and financial innovations 15 (2018) 3, pp. 370-382

Persistent link: https://www.econbiz.de/10012055586

An alternative to SMA : using through the cycle loss data to propose an "hourglass" solution

Grimwade, Michael - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 361-380

Persistent link: https://www.econbiz.de/10011980280

Crises and capital controls in small open economies : a stock-flow consistent approach

Raza, Hamid; Gudmundsson, Bjorn Runar; Gylfi Zoega; … - In: European journal of economics and economic policies : … 16 (2019) 1, pp. 94-133

Persistent link: https://www.econbiz.de/10012104497

Power of inaction or ability to learn in action within a political process? : comments on "the power of inaction" by Cornelia Woll

Moutot, Philippe Pierre - In: Accounting, Economics, and Law : AEL ; a convivium 6 (2016) 1, pp. 47-56

Persistent link: https://www.econbiz.de/10012008400

Episode or hysteresis? : some theoretical and policy lessons from the crisis of 2008

Török, Ádám; Konka, Boglárka - In: Acta oeconomica : periodical of the Hungarian Academy … 68 (2018), pp. 45-70

Persistent link: https://www.econbiz.de/10011964595

The validation of machine-learning models for the stress testing of credit risk

Jacobs, Michael <Jr.> - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 218-243

Persistent link: https://www.econbiz.de/10011942534

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