| Title | Author(s) | |
|---|---|---|
Deriving the term structure of banking crisis risk with a compound option approach: the case of KazakhstanDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/01, 01.06.2010) |
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Macro stress tests and crises: what can we learn?Bank for International Settlements Quarterly Review [View] (Paper: 0912e, 07.12.2009) |
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Monetary Tightening Cycles and the Predictabilityof Economic ActivityNew York Fed Staff reports [View] (Paper: 397, 06.10.2009) |
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Confidence Intervals for Long-Horizon Predictive Regressions via Reverse RegressionsBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-27, 20.06.2009) |
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Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset ClassesHong Kong Monetary Authority Working Papers [View] (Paper: WP09_01, 23.01.2009) |
