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