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Asset price momentum and monetary policy : time-varying parameter estimation of Taylor Rules
Bhar, Ramaprasad, (2016)
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem, (2023)
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze, (2023)
Estimating portfolio credit losses in downturns
Moreira, Fernando, (2015)
Financial institutions' funding cost : do capital and risk-taking matter?
Moreira, Fernando, (2021)
Are we living in an illusion? : a fresh look at the importance of bank capital in the quest for stability
Moreira, Fernando, (2022)