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A general approach to integrated risk management with skewed, fat-tailed risks
Rosenberg, Joshua V.; Schuermann, Til - In: Journal of financial economics 79 (2006) 3, pp. 569-614
Persistent link: https://www.econbiz.de/10006498933
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Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
Gatev, Evan; Schuermann, Til; Strahan, Philip E. - In: The review of financial studies 22 (2009) 3, pp. 995-1020
Persistent link: https://www.econbiz.de/10008176674
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Rejoinder to comments on forecasting economic and financial variables with global VARs
Pesaran, M.Hashem; Schuermann, Til; Smith, L.Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 703-715
Persistent link: https://www.econbiz.de/10008324573
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Forecasting economic and financial variables with global VARs
Pesaran, M.Hashem; Schuermann, Til; Smith, L.Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 642-675
Persistent link: https://www.econbiz.de/10008324581
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Rejoinder - Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
Pesaran, M.Hashem; Schuermann, Til; Weiner, Scott M. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 175-181
Persistent link: https://www.econbiz.de/10008214769
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Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
Pesaran, M.Hashem; Schuermann, Til; Weiner, Scott M. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 129-162
Persistent link: https://www.econbiz.de/10008214774
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Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
Gatev, Evan; Schuermann, Til; Strahan, Philip E. - In: The review of financial studies 22 (2013) 3, pp. 995-994
Persistent link: https://www.econbiz.de/10010113724
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Horizon problems and extreme events in financial risk management
Christoffersen, Peter F.; Diebold, Francis Xavier; … - In: Economic policy review 4 (1998) 3, pp. 109-118
Persistent link: https://www.econbiz.de/10009921369
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Hedge funds, financial intermediation and systemic risk
Kambhu, John; Schuermann, Til; Stiroh, Kevin J. - In: Economic policy review 13 (2007) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10009921513
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LIQUIDITY: LIQUIDITY ON THE OUTSIDE - There is a demand for porfolio-independent measures that reflect market behaviour. The authors suggest a possible route towards this goal.
Bangia, Anil; Diebold, Francis; Schuermann, Til; … - In: Risk : managing risk in the world's financial markets 12 (1999) 6, pp. 68-74
Persistent link: https://www.econbiz.de/10007056823