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