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Daníelsson, Jón
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ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY*
Daníelsson, Jón
;
Peñaranda, Francisco
- In:
International economic review
52
(
2011
)
3
,
pp. 621-639
Persistent link: https://www.econbiz.de/10009263565
Saved in:
2
On the efficacy of financial regulations
Daníelsson, Jón
- In:
Financial stability review : FSR
13
(
2009
),
pp. 53-63
Persistent link: https://www.econbiz.de/10009921083
Saved in:
3
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 39-34
Persistent link: https://www.econbiz.de/10009949692
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4
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 303-325
Persistent link: https://www.econbiz.de/10010013516
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5
The impact of risk regulation on price dynamics
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
28
(
2004
)
5
,
pp. 1069-1088
Persistent link: https://www.econbiz.de/10007790515
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6
On the Role of Regulatory Banking Capital
Benink, Harald
;
Daníelsson, Jón
;
Jónsson, Ásgeir
- In:
Financial markets, institutions & instruments
17
(
2008
)
1
,
pp. 85-96
Persistent link: https://www.econbiz.de/10007904788
Saved in:
7
Foreword
Benink, Harald
;
Daníelsson, Jón
;
Goodhart, Charles
- In:
Financial markets, institutions & instruments
17
(
2008
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10007904795
Saved in:
8
Equilibrium asset pricing with systemic risk
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Economic theory
35
(
2008
)
2
,
pp. 293-320
Persistent link: https://www.econbiz.de/10007912238
Saved in:
9
Regulation hedge funds
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Financial stability review : FSR
10
(
2007
),
pp. 29-36
Persistent link: https://www.econbiz.de/10009921056
Saved in:
10
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
- In:
International journal of forecasting
29
(
2013
)
2
,
pp. 244-257
Persistent link: https://www.econbiz.de/10010087831
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