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111
Cyclicality in the catastrophic risk of financial institutions
Allen, Linda
;
Bali, Turan G.
;
Tang, Yi
- In:
Current directions in financial regulation : [papers …
,
(pp. 71-112)
.
2005
Persistent link: https://www.econbiz.de/10003202869
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112
Cyclicality in the catastrophic risk of financial institutions
Allen, Linda
;
Bali, Turan G.
;
Tang, Yi
- In:
Operational risk modelling and analysis : theory and …
,
(pp. 209-246)
.
2004
Persistent link: https://www.econbiz.de/10002770669
Saved in:
113
A comparative study of alternative extreme-value volatility estimators
Bali, Turan G.
;
Weinbaum, David
- In:
The journal of futures markets
25
(
2005
)
9
,
pp. 873-892
Persistent link: https://www.econbiz.de/10003106015
Saved in:
114
Does idiosyncratic risk really matter?
Bali, Turan G.
;
Cakici, Nusret
;
Yan, Xuemin Sterling
; …
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 905-930
Persistent link: https://www.econbiz.de/10002730681
Saved in:
115
Asymmetric crime cycles
Mocan, Naci
;
Bali, Turan G.
-
2005
Persistent link: https://www.econbiz.de/10002691854
Saved in:
116
On the efficiency of monetary policy rules with flexible prices and rational expectations
Bali, Turan G.
;
Thurston, Thom B.
- In:
Journal of economics & business
54
(
2002
)
6
,
pp. 615-631
Persistent link: https://www.econbiz.de/10001725986
Saved in:
117
Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.
;
Genberg, Hans
;
Neftci, Salih N.
- In:
The journal of futures markets
22
(
2002
)
12
,
pp. 1119-1146
Persistent link: https://www.econbiz.de/10001713588
Saved in:
118
Disturbing extremal behavior of spot rate dynamics
Bali, Turan G.
;
Neftci, Salih N.
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10001782291
Saved in:
119
Estimating the term structure of interest rate volatility in extreme values
Bali, Turan G.
;
Neftci, Salih N.
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001580717
Saved in:
120
Pricing eurodollar futures options using the BDT term structure model : the effect of yield curve smoothing
Bali, Turan G.
;
Karagozoglu, Ahmet K.
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 293-306
Persistent link: https://www.econbiz.de/10001485244
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