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The information in systemic risk rankings
Nucera, Federico; Schwaab, Bernd; Koopman, Siem Jan; … - In: Journal of empirical finance 38 (2016), pp. 461-475
Persistent link: https://www.econbiz.de/10011664797
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Bank to sovereign risk spillovers across borders : evidence from the ECB's comprehensive assessment
Breckenfelder, Johannes; Schwaab, Bernd - In: Journal of empirical finance 49 (2018), pp. 247-262
Persistent link: https://www.econbiz.de/10012117745
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Credit cycles and macro fundamentals
Koopman, Siem Jan; Kräussl, Roman; Lucas, André; … - In: Journal of empirical finance 16 (2009) 1, pp. 42-54
Persistent link: https://www.econbiz.de/10008160906
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Stock selection, style rotation, and risk
Lucas, André; van Dijk, Ronald; Kloek, Teun - In: Journal of empirical finance 9 (2002) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10007237015
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Credit cycles and macro fundamentals
Koopman, Siem Jan; Kräussl, Roman; Lucas, André; … - In: Journal of empirical finance 16 (2009) 1, pp. 42-55
Persistent link: https://www.econbiz.de/10008879003
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Stock selection, style rotation, and risk
Lucas, André; Dijk, Ronald van; Kloek, Teunis - In: Journal of empirical finance 9 (2002) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001655776
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Credit cycles and macro fundamentals
Koopman, Siem Jan; Kräussl, Roman; Lucas, André; … - In: Journal of empirical finance 16 (2009) 1, pp. 42-54
Persistent link: https://www.econbiz.de/10003800184
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Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł; Koopman, Siem Jan; Lucas, André - In: Journal of empirical finance 29 (2014), pp. 187-206
Persistent link: https://www.econbiz.de/10011300485