| Title | Other author(s) | |
|---|---|---|
Dynamic Factor Value-at-Risk for Large, Heterosked astic PortfoliosBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-19, 20.04.2011) |
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Cointegration Test with Stationary Covariates and the CDS-Bond Basis during the Financial CrisisBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-18, 12.04.2011) |
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The Taylor Rule and Interval Forecast for Exchange RatesBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0963, 17.03.2009) |
