Related references
Note: Only part of the references are listed.Liquidity Funding Shocks: the Role of Banks' Funding Mix
Antonio Alvarez et al.
JOURNAL OF FINANCIAL SERVICES RESEARCH (2019)
The Interplay among Financial Regulations, Resilience, and Growth
Franklin Allen et al.
JOURNAL OF FINANCIAL SERVICES RESEARCH (2018)
Financial Stability and Resolution of Federal Reserve Goal and Implementation Conflicts
Robert A. Eisenbeis et al.
JOURNAL OF FINANCIAL SERVICES RESEARCH (2018)
Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households
Marco Gross et al.
ECONOMIC MODELLING (2017)
Bunching and non-bunching at kink points of the Swedish tax schedule
Spencer Bastani et al.
JOURNAL OF PUBLIC ECONOMICS (2014)
Model uncertainty and VaR aggregation
Paul Embrechts et al.
JOURNAL OF BANKING & FINANCE (2013)
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Peter Christoffersen et al.
REVIEW OF FINANCIAL STUDIES (2012)
THE ROLE OF COPULAS IN THE HOUSING CRISIS
David M. Zimmer
REVIEW OF ECONOMICS AND STATISTICS (2012)
Dependence structure and extreme comovements in international equity and bond markets
Rene Garcia et al.
JOURNAL OF BANKING & FINANCE (2011)
Credit impairment and housing tenure status
Paul S. Calem et al.
JOURNAL OF HOUSING ECONOMICS (2010)
Asymmetries in stock returns: Statistical tests and economic evaluation
Yongmiao Hong et al.
REVIEW OF FINANCIAL STUDIES (2007)
Selecting copulas for risk management
Erik Kole et al.
JOURNAL OF BANKING & FINANCE (2007)
Using trivariate copulas to model sample selection and treatment effects: Application to family health care demand
DM Zimmer et al.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2006)
Does credit quality matter for homeownership?
I Barakova et al.
JOURNAL OF HOUSING ECONOMICS (2003)