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Natural rate chimera and bond pricing reality
Brand, Claus; Goy, Gavin; Lemke, Wolfgang - 2020
Incorporating arbitrage-free term-structure dynamics into a semi-structural macro-model, we jointly estimate the real equilibrium interest rate (r*), trend inflation, and term premia for the United States and the euro area, using a Bayesian approach. The natural real rate and trend inflation are...
Persistent link: https://www.econbiz.de/10012425011
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What is subordination about? : credit risk and subordination levels in commercial mortgage-backed securities (CMBS)
An, Xudong; Deng, Yongheng; Nichols, Joseph B.; … - In: The journal of real estate finance and economics 51 (2015) 2, pp. 231-253
Persistent link: https://www.econbiz.de/10011475084
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Early warning indicators and macroprudential policy tools
Mohamed, Hazik - In: Macroprudential regulation and policy for the Islamic …, (pp. 101-119). 2016
Persistent link: https://www.econbiz.de/10011568090
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From origination to renegotiation : a comparison of portfolio and securitized commercial real estate loans
Black, Lamont; Krainer, John; Nichols, Joseph B. - In: The journal of real estate finance and economics 55 (2017) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10011800415
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Forecasting mortgage securitization risk under systematic risk and parameter uncertainty
Rösch, Daniel; Scheule, Harald - In: The journal of risk and insurance : the journal of the … 81 (2014) 3, pp. 563-586
Persistent link: https://www.econbiz.de/10010406758
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Reputation, information, and herding in credit ratings : evidence from CMBS
An, Xudong; Cordell, Larry; Nichols, Joseph B. - In: The journal of real estate finance and economics 61 (2020) 3, pp. 476-504
Persistent link: https://www.econbiz.de/10012293200
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Lawler's minmax cost algorithm : optimality conditions and uncertainty
Brauner, Nadia; Finke, Gerd; Shafransky, Yakov; … - In: Journal of scheduling 19 (2016) 4, pp. 401-408
Persistent link: https://www.econbiz.de/10011542085
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Mortality risk reduction benefit measurement by overlapping generations model : presented at ERSA Conference, Palermo, Italy
Morisugi, Hisayoshi; Sakamoto, Naoki - 2013
Persistent link: https://www.econbiz.de/10011542996
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Economic insecurity as systemic risk
Pârţachi, Ion; Gârlă, Eugeniu - In: Analele ştiinţifice ale Univerşităţii Alexandru … 62 (2015) 1, pp. 29-36
Persistent link: https://www.econbiz.de/10011478397
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Application of stochastic programming to reduce uncertainty in quality-based supply planning of slaughterhouses
Rijpkema, Willem A.; Hendrix, Eligius M. T.; Rossi, Roberto - In: Analytical and stochastic modelling techniques, (pp. 613-624). 2016
Persistent link: https://www.econbiz.de/10011484411