Back to the future: Backtesting systemic risk measures during historical bank runs Christian Brownlees, Ben Chabot, Eric Ghysels, Christopher Kurz
Workshop on Forecasting | 08.09.2017 - 09.09.2017 | Frankfurt am Main
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3 MB, PDF
Workshop on Forecasting | 08.09.2017 - 09.09.2017 | Frankfurt am Main
3 MB, PDF