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48573 results
  • Wealth Transfer Effects between Stockholders and Bondholders Imbierowicz B., Wahrenburg M.

    doi.org doi.org
  • Asset Pricing under Uncertainty about Shock Propagation Branger N., Grüning P., Kraft H., Meinerding C., Schlag C.

    dx.doi.org dx.doi.org
  • Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations Konermann P., Meinerding C., Sedova O.

    doi.org doi.org
  • Uncertainty about shock propagation and the countercyclicality of return volatilities and correlations Branger N., Grüning P., Kraft H., Meinerding C., Schlag C.

  • Regulation, credit risk transfer with CDS, and bank lending Pausch T., P. Welzel

    doi.org doi.org
  • Macroprudential capital add-ons for systemically important banks Puzanova N., Düllmann K.

    voxeu.org voxeu.org
  • Systemic Risk Contributions: A Credit Portfolio Approach Düllmann K., Puzanova N.

    doi.org doi.org
  • A hierarchical model of tail dependent asset returns for assessing portfolio credit risk Puzanova N.

  • The lunar cycle, sunspots and the frequency of births in Germany, 1920-1989 Bauer T. K., Bender S., Heining J., Schmidt C.M.

  • The transmission of US financial stress: Evidence for emerging market economies Fink F., Schüler Y.

    econpapers.repec.org econpapers.repec.org