Oliver Juhler Grinderslev 2017 - Central Bank Research Hub

Papers by year: All | 2017 | 2016

Title Other author(s)

A new approach to modelling banks' equity volatility: Adding time-to-maturity jumps

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP118, 16.08.2017)

JEL: C32, G01, G12, G21, G32

Financial Cycles: What are they and what do they look like in Denmark?

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP115, 16.06.2017)

Papers by year: All | 2017 | 2016