Collateralizable wealth, asset returns, and systemic risk international evidence

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Bibliographische Detailangaben
Veröffentlicht in:	Nonlinear modeling of economic and financial time-series
1. Verfasser:	Sousa, Ricardo M. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2010
Schlagworte:	Ökonometrisches Modell > Nichtlineare Regression > Zeitreihenanalyse > Internationaler Finanzmarkt > Kreditsicherung > Kapitaleinkommen > Systemrisiko > Aufsatz im Buch
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Titel	Jahr	Verfasser
Dynamic linkages between global macro hedge funds and traditional financial assets	2010	Masmoudi, Wafa Kammoun
Copula theory applied to hedge funds dependence structure determination	2010	Hentati, Rania
European exchange rate credibility : an empirical analysis	2010	Matei, Iuliana
Sources of European growth externalities : a two-step approach	2010	Pommier, Sébastien
Collateralizable wealth, asset returns, and systemic risk : international evidence	2010	Sousa, Ricardo M.
Nonlinear stock market links between Mexico and the world	2010	Arouri, Mohamed
Alternative methods for forecasting GDP	2010	Guégan, Dominique
GARCH models with CPPI application	2010	Ameur, Hachmi Ben
Oil prices and exchange rates : some new evidence using linear and nonlinear models	2010	Arouri, Mohamed