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Search: isPartOf:"cass Working Paper"
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ECONIS (ZBW)
64
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31
Estimating the Joint Probability of Default using CDS and Bond Data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
-
2011
Persistent link: https://www.econbiz.de/10009381362
Saved in:
32
On bootstrapping panel factor series
Trapani, Lorenzo
-
2011
Persistent link: https://www.econbiz.de/10009381364
Saved in:
33
In cholesky-VARs we trust? : an empirical investigation with US data
Castelnuovo, Efrem
-
2011
Persistent link: https://www.econbiz.de/10009381368
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34
Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
-
2011
Persistent link: https://www.econbiz.de/10009381370
Saved in:
35
Identifying jumps in financial assets : a comparison between nonparametric jump tests
Dumitru, Ana-Maria
;
Urga, Giovanni
-
2011
Persistent link: https://www.econbiz.de/10009381375
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36
Anova-type consistent estimators of variance components in unbalanced multi-way error components models
Bruno, Giovanni
-
2010
Persistent link: https://www.econbiz.de/10008662879
Saved in:
37
Asymptotics for panel models with common shocks
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
-
2010
Persistent link: https://www.econbiz.de/10003988892
Saved in:
38
Repo market effects of the term securities lending facility
Fleming, Michael J.
;
Hrung, Warren B.
;
Keane, Frank M.
-
2009
Persistent link: https://www.econbiz.de/10003899113
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39
Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi
;
Gao, Pengjie
;
Jagannathan, Ravi
-
2009
Persistent link: https://www.econbiz.de/10003899118
Saved in:
40
Why are we in a recession? : the financial crisis is the symptom not the disease!
Jagannathan, Ravi
;
Kapoor, Mudit
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003899119
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