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subject:"Derivat"
subject:"Theorie"
~isPartOf:"Staff working papers / Bank of England"
~subject:"Risikomaß"
~type_genre:"Arbeitspapier"
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34
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The market for sharing interest rate risk: quantities behind prices
Khetan, Umang
;
Neamțu, Ioana
;
Sen, Ishita
-
2023
Persistent link: https://www.econbiz.de/10014373715
Saved in:
2
Tail risk interdependence
Polanski, Arnold
;
Stoja, Evarist
;
Chiu, Ching Wai Jeremy
-
2019
Persistent link: https://www.econbiz.de/10012202260
Saved in:
3
Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-Risk
Lloyd, Simon
;
Manuel, Ed
;
Panchev, Konstantin
-
2021
Persistent link: https://www.econbiz.de/10012795156
Saved in:
4
Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies
Karimalis, Emmanouil
;
Kosmidis, Ioannis
;
Peters, Gareth
-
2017
Persistent link: https://www.econbiz.de/10011669383
Saved in:
5
Systematic tail risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
-
2016
Persistent link: https://www.econbiz.de/10011581609
Saved in:
6
International banking and liquidity risk transmission : lessons from the United Kingdom
Hills, Robert
;
Hooley, John
;
Korniyenko, Yevgeniya
; …
-
2015
Persistent link: https://www.econbiz.de/10011402814
Saved in:
7
Extreme risk interdependence
Polanski, Arnold
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402815
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