Search Results - isPartOf:"CFS Working Paper"

The Basle Securitisation Framework Explained: The Regulatory Treatment of Asset Securitisation

Jobst, Andreas - Center for Financial Studies - 2004

The paper provides a comprehensive overview of the gradual evolution of the supervisory policy adopted by the Basle Committee for the regulatory treatment of asset securitisation. We carefully highlight the pathology of the new “securitisation framework” to facilitate a general understanding...

Persistent link: https://www.econbiz.de/10005022417

The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations

Orphanides, Athanasios; Williams, John C. - Center for Financial Studies - 2004

University of Frankfurt, it provides a strong link between the financial community and academia. The CFS Working Paper Series … Francisco, CA 94105, Tel.: (415) 974-2240, e-mail: John.C.Williams@sf.frb.org CFS Working Paper No. 2004/24 The Decline of …

Persistent link: https://www.econbiz.de/10005022429

The comovement of credit default swap, bond and stock markets: an empirical analysis

Norden, Lars; Weber, Martin - Center for Financial Studies - 2004

strong link between the financial community and academia. The CFS Working Paper Series presents the result of scientific …@bank.BWL.uni-mannheim.de CFS Working Paper No. 2004/20 The comovement of credit default swap, bond and stock markets: an empirical analysis …

Persistent link: https://www.econbiz.de/10005022444

Forecasting the Term Structure of Government Bond Yields

Diebold, Francis X.; Li, Canlin - Center for Financial Studies - 2004

financial community and academia. The CFS Working Paper Series presents the result of scientific research on selected top- ics … Pennsylvania and NBER, fdiebold@wharton.upenn.edu ♠ University of California, Riverside CFS Working Paper No. 2004 …

Persistent link: https://www.econbiz.de/10005022448

Realized Beta: Persistence and Predictability

Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - Center for Financial Studies - 2004

strong link between the financial community and academia. The CFS Working Paper Series presents the result of scientific …@sas.upenn.edu d Department of Economics, University of Pennsylvania, jinw@ssc.upenn.edu CFS Working Paper No. 2004/16 Realized …

Persistent link: https://www.econbiz.de/10005022455

Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations

Schmidt, Daniel - Center for Financial Studies - 2004

community and academia. The CFS Working Paper Series presents the result of scientific research on selected top- ics in the …, please let us know of your interest. Prof. Dr. Jan Pieter Krahnen Prof. Volker Wieland, Ph.D. CFS Working Paper …

Persistent link: https://www.econbiz.de/10005022456

The Basel II Accord: Internal Ratings and Bank Differentiation

Feess, Eberhard; Hege, Ulrich - Center for Financial Studies - 2004

financial community and academia. The CFS Working Paper Series presents the result of scientific research on selected top- ics …@hec.fr CFS Working Paper No. 2004/25 The Basel II Accord: Internal Ratings and Bank Differentiation* Eberhard Feess 1 and …

Persistent link: https://www.econbiz.de/10005600440

Understanding the Effects of Government Spending on Consumption

Galí, Jordi; López-Salidoz, J. David; Vallés, Javier - Center for Financial Studies - 2004

strong link between the financial community and academia. The CFS Working Paper Series presents the result of scientific ….gali@crei.upf.es b Banco de España. E-mail: davidl@bde.es c Banco de España. E-mail: valles@bde.es CFS Working Paper No. 2004 …

Persistent link: https://www.econbiz.de/10005600446

A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations

Brandt, Michael W.; Diebold, Francis X. - Center for Financial Studies - 2004

, it provides a strong link between the financial community and academia. The CFS Working Paper Series presents the result …, University of Pennsylvania, and NBER phone: 215-898-1507, e-mail: fdiebold@wharton.upenn.edu CFS Working Paper No. 2004 …

Persistent link: https://www.econbiz.de/10005600448

Exchange-Rate Policy and the Zero Bound on Nominal Interest

Coenen, Günter; Wieland, Volker - Center for Financial Studies - 2004

between the financial community and academia. The CFS Working Paper Series presents the result of scientific research on …://www.volkerwieland.com CFS Working Paper No. 2004/14 Exchange-Rate Policy and the Zero Bound on Nominal Interest + Günter Coenen * and ….” Unpublished manuscript, Princeton University, December 2003. 10 CFS Working Paper Series: No. Author(s) Title 2004/04 Ester …

Persistent link: https://www.econbiz.de/10005600449