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Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
Wu, Jason J.; Game, Aaron L. - 2011
Persistent link: https://www.econbiz.de/10009405709
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The cross section of money market fund risks and financial crises
McCabe, Patrick E. - 2010
Persistent link: https://www.econbiz.de/10008670000
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The housing crisis and state and local government tax revenue : five channels
Lutz, Byron F.; Molloy, Raven S.; Shan, Hui - 2010
Persistent link: https://www.econbiz.de/10008696460
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An empirical analysis of bond recovery rates : exploring a stuctural view of default
Covitz, Daniel M.; Han, Song - 2005
Persistent link: https://www.econbiz.de/10002634054
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The effects of war risk on US financial markets
Rigobón, Roberto; Sack, Brian - 2003
a heteroskedasticity-based estimation technique. The results indicate that increases in what we call the "war risk …
Persistent link: https://www.econbiz.de/10001759421
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Econometric tests of asset price bubbles : taking stock
Gürkaynak, Refet S. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002572667
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A review of backtesting and backtesting procedures
Campbell, Sean D. - 2005
Persistent link: https://www.econbiz.de/10002798350
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Financial stress and equilibrium dynamics in money markets
Yoldas, Emre; Senyuz, Zeynep - 2015
Persistent link: https://www.econbiz.de/10011410125
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Demand shock, liquidity management, and firm growth during the financial crisis
Maksimovic, Vojislav; Tham, T. Mandy; Yook, Youngsuk - 2015
Persistent link: https://www.econbiz.de/10011410197
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Financial frictions, financial shocks, and aggregate volatility
Fuentes-Albero, Cristina - 2018 - This version: July 2018
the estimation methodology developed by Curdia and Finocchiaro (2013). Institutional changes are key in accounting for the …
Persistent link: https://www.econbiz.de/10012016100