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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of monetary economics"
~language:"eng"
~person:"Iacoviello, Matteo"
~person:"Shevchenko, Pavel V."
~subject:"Theory"
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Iacoviello, Matteo
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Chi, Yichun
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Insurance / Mathematics & economics
Journal of monetary economics
Boston College working papers in economics
3
Macquarie University Faculty of Business & Economics Research Paper
1
Working papers / Federal Reserve Bank of Boston
1
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ECONIS (ZBW)
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1
Housing and debt over the life cycle and over the
business
cycle
Iacoviello, Matteo
;
Pavan, Marina
- In:
Journal of monetary economics
60
(
2013
)
2
,
pp. 221-238
Persistent link: https://www.econbiz.de/10009745160
Saved in:
2
International
business
cycles with domestic and foreign lenders
Iacoviello, Matteo
;
Minetti, Raoul
- In:
Journal of monetary economics
53
(
2006
)
8
,
pp. 2267-2282
Persistent link: https://www.econbiz.de/10003394402
Saved in:
3
Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
Targino, Rodrigo S.
;
Peters, Gareth W.
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 206-226
Persistent link: https://www.econbiz.de/10010515883
Saved in:
4
Impact of insurance for operational risk : is it worthwhile to insure or be insured for severe losses?
Peters, Gareth W.
;
Byrnes, Aaron D.
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 287-303
Persistent link: https://www.econbiz.de/10008989317
Saved in:
5
Analytic loss distributional approach models for operational risk from the image-stable doubly stochastic compound processes and implications for capital allocation
Peters, Gareth W.
;
Shevchenko, Pavel V.
;
Young, Mark
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10009404668
Saved in:
6
Collateral constraints and macroeconomic asymmetries
Guerrieri, Luca
;
Iacoviello, Matteo
- In:
Journal of monetary economics
90
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011799220
Saved in:
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