The ability of regulatory capital models to meet prudential objectives : a credit derivative perspective
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2002 |
Wong, Elizabeth |
Cointegration and asset allocation: a new active hedge fund strategy
|
2002 |
Alexander, Carol |
The choice of foreign exchange hedging techniques: an international study
|
2002 |
Faff, Robert W. |
Using regression techniques to estimate futures hedge ratios, some results from alternative approaches applied to Australian 10 year treasury bond futures
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2002 |
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Increasing linkages of stock markets and price volatility
|
2002 |
Nidal Rashid Sabri |
The Hill estimator in financial risk assessment and an application to extremal exchange rate risk
|
2002 |
Wagner, Niklas F. |
Interest rate models in risk management: results for US Treasury yields
|
2002 |
Nowman, Kalid Ben |
Testing for contagion during the Asian crisis
|
2002 |
Thanyalakpark, Kessara |
Credit spreads between German and Italian medium term zero coupon government bonds : empirical assessment of a three-factor defaultable term structure model
|
2002 |
Schmid, Bernd |
Recent global financial crises : lessons learned
|
2002 |
Hunter, William Curt |
Improving value at risk for non-normal return distributions
|
2002 |
Nam, Doowoo |
Assessing the risk of hedge funds
|
2002 |
Lhabitant, François-Serge |
Operational risk and the BIS capital charge: foreign versus Australian bank practice
|
2002 |
Viney, Christopher |
The current financial risk scene
|
2002 |
Batten, Jonathan A. |
Equity volatility trading strategy in two closely related indices : a risk management perspective
|
2002 |
Kubli, Heinz R. |
Optimal Asian multi-currency strategy portfolios with exact risk attribution
|
2002 |
Los, Cornelis Albertus |
Tracking errors, changing risks and the asset universe
|
2002 |
Poomimars, Ponladesh |
Improvements on value at risk measures by combining conditional autoregressive and extreme value approaches
|
2002 |
Meneguzzo, Davide |
An analysis of private loan guarantee portfolios
|
2002 |
Gendron, Michel |
ADR risk characteristics and measurement
|
2002 |
Arnold, Tom |