Asymmetry in Tail Dependence in Equity Portfolios
E. Jondeau
Academic Publications
1. Jan. 2016
Asymmetric Information and Insurance
H. Albrecher
Academic Publications
1. Jan. 2016
Asset Allocation and Monetary Policy: Evidence from the Eurozone
H. Hau, S. Lai
Academic Publications
1. Jan. 2016
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
P. Embrechts, V. Chavez-Demoulin, M. Hofert
Academic Publications
1. Jan. 2016
A Survival Analysis of Islamic and Conventional Banks
S. Ongena, A.-M. Fuertes, M. Izzeldin and V. Pappas
Academic Publications
1. Jan. 2016
A Rigorous Approach to Business Services Offshoring and North-North Trade
T. Hens, B. Dluhosch
Academic Publications
1. Jan. 2016
Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments.
S. Ongena, G. Jiménez, J.-L. Peydro, and J. S. Salas
Academic Publications
8. Aug. 2015
Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments.
S. Ongena, G. Jiménez, J.-L. Peydró, and J. Saurina
Academic Publications
8. Aug. 2015
What's Beneath the Surface? Option Pricing with Multifrequency Latent States
M. Leippold, L. Calvet, M. Fearnly, A. Fisher
Academic Publications
1. Jan. 2015
Using Trading Strategies to Detect phase Transitions in Financial Markets
D. Sornette, Z. Forro and R. Woodard
Academic Publications
1. Jan. 2015
Uncertainty, Information Acquisition and Price Swings in Asset Markets
A. Mele, F. Sangiorgi
Academic Publications
1. Jan. 2015
Transaction-Based and Appraisal-Based Capitalization Rate Determinants
M. Hoesli, A. Chaney
Academic Publications
1. Jan. 2015
Trading with Small Price Impact
H. Soner, L. Moreau, J. Muhle-Karbe
Academic Publications
1. Jan. 2015
The War Puzzle: Contradictory Effects of International Conflicts on Stock Markets
T. Hens, A. Brune, M.O. Rieger, and M. Wang
Academic Publications
1. Jan. 2015
The Perennial Challenge to Counter Too-Big-To-Fail in Banking: Empirical Evidence From the New International Regulation Dealing with Global Systemically Important Banks
S. Ongena, S. C. Moenninghoff and A. Wieandt
Academic Publications
1. Jan. 2015