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Anticipating the financial crisis : evidence from insider trading in banks
Akin, Ozlem; Marin, Jose; Peydró, José-Luis - 2016
Persistent link: https://www.econbiz.de/10011502306
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Currency crisis, sunspots and Markov-switching regimes
Jeanne, Olivier; Masson, Paul - 1998
Persistent link: https://www.econbiz.de/10000680182
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Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - 2016
Persistent link: https://www.econbiz.de/10011524322
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A quasi maximum likelihood approach for large approximate dynamic factor models
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - 2006
Persistent link: https://www.econbiz.de/10003353030
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Uncertainty aversion and systemic risk
Dicks, David L.; Fulghieri, Paolo - 2015
Persistent link: https://www.econbiz.de/10010509442
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Three sisters : the interlinkage between sovereign debt, currency and banking crises
Eijffinger, Sylvester C. W.; Karataş, Bilge - 2013
Persistent link: https://www.econbiz.de/10009734286
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Financial crises : explanations, types, and implications
Claessens, Stijn; Kose, M. Ayhan - 2013
Persistent link: https://www.econbiz.de/10009723115
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Government finance in the wake of currency crises
Burnside, Craig - 2003
Persistent link: https://www.econbiz.de/10013424319
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010416755
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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi - 2002
Persistent link: https://www.econbiz.de/10013424233