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Market volatility transmission and central banking : what happened during the subprime crisis?

Bensafta, Kamel Malik; Semedo, Gervasio - In: International economic journal 28 (2014) 4, pp. 559-588

Persistent link: https://www.econbiz.de/10010504200

The impact of oil price shocks on economic growth in Algeria

Bensafta, Kamel Malik - In: Economics and policy of energy and the environment 64 (2022) 2, pp. 63-82

Persistent link: https://www.econbiz.de/10014338417

Another look at home equity loan prepayments

Gauthier, Laurent - In: The journal of fixed income 10 (2001) 4, pp. 51-57

Persistent link: https://www.econbiz.de/10001580722

Informed opportunistic trading and price optimal control

Gauthier, Laurent - In: International journal of theoretical and applied finance 6 (2003) 1, pp. 31-55

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Market-implied losses and non-agency subordinated MBS

Gauthier, Laurent - In: The journal of fixed income 13 (2003) 1, pp. 49-74

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A fixed-income market view of mortgage REIT valuations

Gauthier, Laurent - In: The journal of fixed income 23 (2014) 4, pp. 6-17

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Analysis of cleanup calls

Gauthier, Laurent - In: The handbook of mortgage-backed securities, (pp. 997-1005). 2006

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Securitization economics : deconstructing the economic foundations of asset securitization

Gauthier, Laurent - 2020

Persistent link: https://www.econbiz.de/10012602725

Explaining complexity in actual securitization structures : an epistemic pitfall in corporate finance

Gauthier, Laurent - In: The journal of fixed income : JFI 33 (2023) 1, pp. 88-104

Persistent link: https://www.econbiz.de/10014310208

Non-stationary Variance and Volatility Causality

Bensafta, Kamel malik - In: Economics Bulletin 30 (2010) 4, pp. 2920-2935

This paper aims to describe bias estimates when non-stationary variance is not detected. We first present a theoretical multivariate GARCH model with structural changes in variance. Then we describe the non-stationary variance and Volatility Causality in the case of the US and the three...

Persistent link: https://www.econbiz.de/10008692038