Nonlinear modeling of financial stability using default probabilities from the capital market
Lucian Liviu Albu, Radu Lupu, Adrian Cantemir Călin, Iulia Lupu
| Year of publication: |
2019
|
|---|---|
| Authors: | Albu, Lucian-Liviu ; Lupu, Radu ; Călin, Adrian Cantemir ; Lupu, Iulia |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 1, p. 19-37
|
| Subject: | probabilities of default | fear | loss aversion | asymmetric volatility | day-of-the-week-effect | MiDaS regressions | Volatilität | Volatility | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Finanzmarkt | Financial market | Kreditrisiko | Credit risk | Regressionsanalyse | Regression analysis | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012021954