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Are insurers SIFIs? : a MGARCH model to measure interconnectedness
Podlich, Natalia; Wedow, Michael - In: Applied economics letters 20 (2013) 7/9, pp. 677-681
Persistent link: https://www.econbiz.de/10009761792
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Do dark pools amplify volatility in times of stress?
Petrescu, Monica; Wedow, Michael; Lari, Natalia - In: Applied economics letters 24 (2017) 1/3, pp. 25-29
Persistent link: https://www.econbiz.de/10011703770