//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Testing macroprudential stress...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
1
Type of publication
All
Article
123
Language
All
Undetermined
116
English
7
Author
All
Engle, Robert F.
54
Acharya, Viral V.
38
Engle, Robert
17
Acharya, Viral
10
Yorulmazer, Tanju
9
Richardson, Matthew
6
Rosenberg, Joshua V.
5
ACHARYA, VIRAL V.
4
Gallo, Giampiero M.
4
Shin, Hyun Song
4
Ferstenberg, Robert
3
Kane, Alex
3
Noh, Jaesun
3
Russell, Jeffrey R.
3
Sundaram, Rangarajan K.
3
White, Halbert
3
Acharya, Viralv
2
Almeida, Heitor
2
Amihud, Yakov
2
Barone-Adesi, Giovanni
2
Bharath, Sreedhar T.
2
Campello, Murillo
2
Carpenter, Jennifer N.
2
Cho, Young-Hye
2
Colacito, Riccardo
2
Davydenko, Sergei A.
2
Ghysels, Eric
2
Johnson, Timothy C.
2
Kelly, Bryan
2
Kozicki, Sharon
2
Lynch, Anthony
2
Mancini, Loriano
2
Manganelli, Simone
2
Mezrich, Joseph
2
Rangel, Jose Gonzalo
2
Strebulaev, Ilya A.
2
Subrahmanyam, Marti
2
Susmel, Raul
2
ALMEIDA, HEITOR
1
Bali, Turan G.
1
more ...
less ...
Published in...
All
The review of financial studies
17
Working paper / National Bureau of Economic Research, Inc
17
Journal of financial economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The journal of finance : the journal of the American Finance Association
7
Journal of econometrics
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Journal of financial intermediation
4
Journal of monetary economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Financial markets, institutions & instruments
3
The review of economics and statistics
3
Econometric theory
2
Financial analysts' journal : FAJ
2
Journal of applied econometrics
2
Journal of economic literature
2
The American economic review
2
The journal of business : B
2
The journal of portfolio management : a publication of Institutional Investor
2
American economic journal / Macroeconomics : a journal of the American Economic Association
1
Business standard India ...
1
Economic and political weekly : a Sameeksha Trust publ
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economic policy review
1
Economic theory
1
Financial executive : FE
1
Journal of applied corporate finance : JACF
1
Journal of international money and finance
1
Journal of investment management : JOIM
1
Journal of risk
1
Problèmes économiques : le meilleur de la presse et des revues pour suivre l'actualité
1
Risk : managing risk in the world's financial markets
1
Technical working paper / National Bureau of Economic Research
1
The Economists' voice
1
The Korean economic review
1
The banker : global financial intelligence
1
The economic journal : the journal of the Royal Economic Society
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of corporate finance studies
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
1,217
RePEc
304
EconStor
48
BASE
10
USB Cologne (business full texts)
7
USB Cologne (EcoSocSci)
5
Other ZBW resources
3
ArchiDok
1
more ...
less ...
Showing
1
-
10
of
123
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
Acharya, Viral
;
Engle, Robert
;
Richardson, Matthew
- In:
The American economic review
102
(
2012
)
3
,
pp. 59-65
Persistent link: https://www.econbiz.de/10009986266
Saved in:
2
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010158170
Saved in:
3
The risk that risk will change
Engle, Robert F.
- In:
Journal of investment management : JOIM
7
(
2009
)
4
,
pp. 24-28
Persistent link: https://www.econbiz.de/10009910818
Saved in:
4
What saved the Indian banking system : state ownership or state Guarantees?
Acharya, Viral V.
- In:
Business standard India ...
(
2011
),
pp. 210-224
Persistent link: https://www.econbiz.de/10009906654
Saved in:
5
Risk and Volatility: Econometric Models and Financial Practice
Engle, Robert
- In:
The American economic review
94
(
2004
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10006816233
Saved in:
6
The 2001 JBES Invited Paper - Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models
Engle, Robert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 339-350
Persistent link: https://www.econbiz.de/10008216268
Saved in:
7
Testing and Valuing Dynamic Correlations for Asset Allocation
Engle, Robert
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238
Persistent link: https://www.econbiz.de/10008222681
Saved in:
8
Financial econometrics - A new discipline with new methods
Engle, Robert
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10006776257
Saved in:
9
TRADING AND HEDGING STRATEGIES - EXECUTION RISK
Engle, Robert
;
Ferstenberg, Robert
- In:
The journal of portfolio management : a publication of …
33
(
2007
)
2
,
pp. 34-45
Persistent link: https://www.econbiz.de/10007605606
Saved in:
10
CORRELATIONS AND VOLATILITIES OF ASYNCHRONOUS DATA
Burns, Patrick
;
Engle, Robert
;
Mezrich, Joseph
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10007355704
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->