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Quantifying and stress testing...
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Regime-switching measure of systemic financial stress
Abdymomunov, Azamat
- In:
Annals of finance
9
(
2013
)
3
,
pp. 455-470
Persistent link: https://www.econbiz.de/10010152353
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Predicting output using the entire yield curve
Abdymomunov, Azamat
- In:
Journal of macroeconomics
37
(
2013
),
pp. 333-344
Persistent link: https://www.econbiz.de/10010161198
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Time variation of CAPM betas across market volatility regimes
Abdymomunov, Azamat
;
Morley, James
- In:
Applied financial economics
21
(
2011
)
19
,
pp. 1463-1479
Persistent link: https://www.econbiz.de/10009185337
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