Estimating the Price Impact of Trades in a High-Frequency Microstructure Model with Jumps
E. Jondeau, M. Rockinger, J. Lahaye
Academic Publications
1. Jan. 2016
Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds, in The Fascination of Probability, Statistics and their Applications
P. Embrechts, M. Podolskij, R. Stelzer, S. Thorbjørnsen
Academic Publications
1. Jan. 2016
Decision-Making during the Crisis: Did the Treasury let Commercial Banks fail?
E. Nowak, E. Croci and G. Hertig
Academic Publications
1. Jan. 2016
Crowdfunding as a Success Factor to Shake Up a Sleeping Market, in Strategic Innovation: The Definitive Guide to Outlier Strategies
E. Nowak, ed. Ed. L. Välikangas and M.Gibbert
Academic Publications
1. Jan. 2016
Consistent Yield Curve Prediction
J. Teichmann, M. Wüthrich
Academic Publications
1. Jan. 2016
Collateralization, Bank Loan Rates, and Monitoring
S. Ongena, G. Cerqueiro, K. Roszbach
Academic Publications
1. Jan. 2016
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