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Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah - In: Journal of monetary economics 65 (2014), pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
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Estimating common sectoral cycles
Engle, Robert F. - In: Journal of monetary economics 35 (1995) 1, pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
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The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.; Engle, Robert F. - In: Journal of monetary economics 57 (2010) 4, pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
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A model of liquidity hoarding and term premia in inter-bank markets
Acharya, Viral V.; Skeie, David - In: Journal of monetary economics 58 (2011) 4, pp. 436-447
Persistent link: https://www.econbiz.de/10009317523
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The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.; Engle, Robert F. - In: Journal of monetary economics 57 (2010) 4, pp. 377-391
Persistent link: https://www.econbiz.de/10008412394
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Estimating common sectoral cycles
Engle, Robert F.; Issler, Joao Victor - In: Journal of monetary economics 35 (1995) 1, pp. 83-114
Persistent link: https://www.econbiz.de/10007627350
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Comment on “The Macroeconomics of Money Market Freezes” by Max Bruche and Javier Suarez
Acharya, Viral - In: Journal of monetary economics 57 (2010) 1, pp. 62-64
Persistent link: https://www.econbiz.de/10008352642
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A model of liquidity hoarding and term premia in inter-bank markets
Acharya, Viral V.; Skeie, David - In: Journal of monetary economics 58 (2011) 5, pp. 436-448
Persistent link: https://www.econbiz.de/10009806735