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Risk attribution using the shapley value : methodology and policy applications
Tarashev, Nikola A.
;
Tsatsaronis, Kostas
;
Borio, …
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
3
,
pp. 1189-1213
Persistent link: https://www.econbiz.de/10011590731
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When pegging is a commitment device : revisiting conventional wisdom about currency crises
Tarashev, Nikola A.
;
Zabai, Anna
- In:
Journal of international economics
118
(
2019
),
pp. 233-247
Persistent link: https://www.econbiz.de/10012295926
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3
Bank capital allocation under multiple constraints
Goel, Tirupam
;
Lewrick, Ulf
;
Tarashev, Nikola A.
- In:
Journal of financial intermediation
44
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012653823
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