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49017 results
  • Dynamic semiparametric models for expected shortfall (and value-at-risk) Andrew J. Patton, Johanna F. Ziegel, Rui Chen

    617 KB, PDF

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  • How far can we forecast? Statistical tests of the predictive content Jörg Breitung, Malte Knüppel

    608 KB, PDF

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  • Money and Velocity During Financial Crises: The Great Depression and the Great Recession Richard G. Anderson, Michael Bordo, John V. Duca

    308 KB, PDF

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  • 15th Meeting of the Ottawa Group – Posters

    6 MB, ZIP

    No English translation available
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  • The Geary Khamis index and the Lehr index: how much do they differ? Claude Lamboray

    630 KB, PDF

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  • Derivatives and risk management by commercial banks Guillaume Vuillemey

    1 MB, PDF

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  • Macroeconomic Experiences and Risk‐Taking of Euro Area Households Miguel Ampudia, Michael Ehrmann

    481 KB, PDF

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  • A severity function approach to scenario selection Frieder Mokinski

    362 KB, PDF

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  • Liquidity Management and Central Bank Strength: Bank of England Operations Reloaded, 1889-1910 Stefano Ugolini

    637 KB, PDF

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  • 15th Meeting of the Ottawa Group – Papers

    12 MB, ZIP

    No English translation available
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