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Rockinger, Michael
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Journal of economic dynamics & control
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Market discipline and banking system transparency : do we need more information?
Semenova, Maria
- In:
Journal of banking regulation
13
(
2012
)
3
,
pp. 241-248
Persistent link: https://www.econbiz.de/10010058502
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2
Information Sharing in Credit Markets: Incentives for Incorrect Information Reporting
Semenova, Maria
- In:
Comparative economic studies
50
(
2008
)
3
,
pp. 381-415
Persistent link: https://www.econbiz.de/10008091879
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3
Reading the smile: the message conveyed by methods which infer risk neutral densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of international money and finance
19
(
2000
)
6
,
pp. 885-916
Persistent link: https://www.econbiz.de/10006905252
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4
The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions
Abadir, Karim M.
;
Rockinger, Michael
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1221-1226
Persistent link: https://www.econbiz.de/10006791683
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5
Reading PIBOR futures options smiles: The 1997 snap election
Coutant, Sophie
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 1957-1988
Persistent link: https://www.econbiz.de/10005891873
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6
Optimal Portfolio Allocation under Higher Moments
Jondeau, Eric
;
Rockinger, Michael
- In:
European financial management : the journal of the …
12
(
2006
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10005918652
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7
A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies
Rockinger, Michael
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10008217219
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8
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1484
Persistent link: https://www.econbiz.de/10006774052
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9
Systemic risk in Europe
Jondeau, Eric
;
Rockinger, Michael
- In:
Global credit review
3
(
2013
),
pp. 1-6
Persistent link: https://www.econbiz.de/10010160994
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10
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Tawn, Jonathan
- In:
The review of financial studies
17
(
2013
)
2
,
pp. 581-580
Persistent link: https://www.econbiz.de/10010114479
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