| Risk measures computation by Fourier inversion
|
2017 |
Ngoc Quynh Anh Nguyen |
| Macroprudential measures in the housing markets : a note on the empirical literature
|
2017 |
Eerola, Essi |
| The impact of sovereign rating events on bank stock returns : an empirical analysis for the Eurozone
|
2017 |
Hu, Haoshen |
| Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle
|
2017 |
Trad, Naama |
| Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan
|
2017 |
Rashid, Abdul |
| Municipal bond insurance : identifying the best payment plan
|
2017 |
Kalotay, Andrew J. |
| A longevity basis risk analysis in a joint FDM framework
|
2017 |
D'Amato, Valeria |
| Can mutual fund flows serve as market risk sentiment? : an empirical analysis with credit default swaps (CDS) spreads
|
2017 |
Chiu, Hsin Hui |
| PRIX : a risk index for global private investors
|
2017 |
Stöckl, Sebastian |
| Time-varying beta during the 2008 financial crisis : evidence from North America and Western Europe
|
2017 |
Ben Slimane, Ikrame |
| Interest rate, liquidity, and sovereign risk : derivative-based VaR
|
2017 |
Gubareva, Mariya |
| Default prediction using balance-sheet data : a comparison of models
|
2017 |
Behr, Andreas |
| Corporate reputation and reputation risk : definition and measurement from a (risk) management perspective
|
2017 |
Eckert, Christian |
| How do derivative securities affect bank risk and profitability? : evidence from the US commercial banking industry
|
2017 |
Ghosh, Amit |
| The impact of time discretization on solvency measurement
|
2017 |
Schmeiser, Hato |
| Risk management and managerial mindset
|
2017 |
Eastburn, Ronald William |
| Systemic operational risk : spillover effects of large operational losses in the European banking industry
|
2017 |
Kaspereit, Thomas |
| Markov regenerative credit rating model
|
2017 |
Pasricha, Puneet |
| Product diversification, business structure, and firm performance in Taiwanese property and liability insurance sector
|
2017 |
Lee, Chen-Ying |
| Bond valuation for generalized Langevin processes with integrated Lévy noise
|
2017 |
Paseka, Alexander |
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