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Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10006819200
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2
BOOK REVIEW A review of Copula Methods in Finance
Cherubini, Umberto
;
Luciano, Elisa
;
Vecchiato, Walter
- In:
Risk : managing risk in the world's financial markets
18
(
2005
)
6
,
pp. 72
Persistent link: https://www.econbiz.de/10007022578
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3
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10008223237
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4
Financial dependence, global growth opportunities, and growth revisited
Manganelli, Simone
;
Popov, Alexander
- In:
Economics letters
120
(
2013
)
1
,
pp. 123-125
Persistent link: https://www.econbiz.de/10010119306
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5
The Euro-area Financial System: Structure, Integration, and Policy Initiatives
Hartmann, Philipp
;
Maddaloni, Angela
;
Manganelli, Simone
- In:
Oxford review of economic policy
19
(
2013
)
1
,
pp. 180-179
Persistent link: https://www.econbiz.de/10010112716
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6
Quantifying the Risk of Deflation
Kilian, Lutz
;
Manganelli, Simone
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2-3
,
pp. 561-590
Persistent link: https://www.econbiz.de/10007739564
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7
Forecasting With Judgment
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 553-563
Persistent link: https://www.econbiz.de/10008328082
Saved in:
8
The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan
Kilian, Lutz
;
Manganelli, Simone
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1103-1130
Persistent link: https://www.econbiz.de/10008088573
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9
CAViaR: CONDITIONAL VALUE AT RISK BY QUANTILE REGRESSION
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10006986997
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10
The Impact of the Euro on Equity Markets
Cappiello, Lorenzo
;
Kadareja, Arjan
;
Manganelli, Simone
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 473-503
Persistent link: https://www.econbiz.de/10008433958
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