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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
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