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Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
Wu, Jason J.
;
Game, Aaron L.
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2011
Persistent link: https://www.econbiz.de/10009405709
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Monetary policy uncertainty and monetary policy surprises
Pooter, Michiel de
;
Favara, Giovanni
;
Modugno, Michele
; …
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2020
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This version: March 2020
Persistent link: https://www.econbiz.de/10012388610
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Dynamic factor value-at-risk for large, heteroskedastic portfolios
Aramonte, Sirio
;
Giudice Rodriguez, Marius del
;
Wu, Jason
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2011
Persistent link: https://www.econbiz.de/10009405707
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