| Title | Other author(s) | |
|---|---|---|
Risk spillovers in international equity portfoliosSwiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012) |
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Measuring sovereign contagion in EuropeCentral Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/05, 10.04.2012) |
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Measuring sovereign contagion in EuropeCentral Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/05, 10.04.2012) |
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On the Predictability of Stock Prices: a Case for High and Low PricesSwiss National Bank Working Papers [View] (Paper: 2011-11, 14.11.2011) |
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Forecasting realized (co)variances with a block structure Wishart autoregressive modelSwiss National Bank Working Papers [View] (Paper: 2009-03, 12.06.2009) |
