| 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 |
| CDS spreads as an independent measure of credit risk
|
2017 |
Kiesel, Florian |
| Back-testing extreme value and Lévy value-at-risk models : evidence from international futures markets
|
2017 |
Mozumder, Sharif |
| Enterprise risk management : a capability-based perspective
|
2017 |
Bogodistov, Yevgen |
| Estimates and inferences in accounting panel data sets : comparing approaches
|
2017 |
Canitz, Felix |
| Concentration and financial stability in the property-liability insurance sector : global evidence
|
2017 |
Altuntas, Muhammed |
| Asset risk and leverage under information asymmetry
|
2017 |
Nguyen, Pascal |
| Interest rate convergence, sovereign credit risk and the European debt crisis : a survey
|
2017 |
Gruppe, Mario |
| Asset liability management and the euro crisis : sovereign credit risk as a challenge for the German life insurance industry
|
2017 |
Gonzalez, Miguel Ridriguez |
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