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Analyzing and forecasting economic crises with an agent-based model of the euro area
Hommes, Cars H., (2023)
The ability of U.S. macroeconomic variables to predict Asian financial market returns
Tzeng, Kae-Yih, (2023)
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar, (2023)
Assessing and Combining Financial Conditions Indexes
Aramonte, Sirio, (2017)
Firm-Specific Risk-Neutral Distributions with Options and CDS
Aramonte, Sirio, (2019)
Aramonte, Sirio, (2013)