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Engle, Robert F.
54
Engle, Robert
17
Manganelli, Simone
9
Rosenberg, Joshua V.
5
Gallo, Giampiero M.
4
Ferstenberg, Robert
3
Kane, Alex
3
Noh, Jaesun
3
Russell, Jeffrey R.
3
White, Halbert
3
Acharya, Viralv
2
Barone-Adesi, Giovanni
2
Cho, Young-Hye
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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Working paper / National Bureau of Economic Research, Inc
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of econometrics
7
The review of financial studies
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economics and statistics
3
Econometric theory
2
Economic policy : a European forum
2
Financial markets, institutions & instruments
2
Journal of economic literature
2
Journal of monetary economics
2
Journal of money, credit and banking : JMCB
2
The American economic review
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
Economics letters
1
Financial analysts' journal : FAJ
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of investment management : JOIM
1
Journal of risk
1
Oxford review of economic policy
1
Planung & Analyse : Zeitschrift für Marktforschung und Marketing
1
Risk : managing risk in the world's financial markets
1
Technical working paper / National Bureau of Economic Research
1
The Scandinavian journal of economics
1
The economic journal : the journal of the Royal Economic Society
1
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OLC EcoSci
ECONIS (ZBW)
754
RePEc
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EconStor
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ArchiDok
7
BASE
6
USB Cologne (EcoSocSci)
6
USB Cologne (business full texts)
3
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1
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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2
CAViaR: CONDITIONAL VALUE AT RISK BY QUANTILE REGRESSION
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10006986997
Saved in:
3
A monetary policy strategy in good and bad times: lessons from the recent past
Fahr, Stephan
;
Motto, Roberto
;
Rostagno, Massimo
; …
- In:
Economic policy : a European forum
28
(
2013
)
74
,
pp. 243-288
Persistent link: https://www.econbiz.de/10010103637
Saved in:
4
Downward Wage Rigidities and Optimal Monetary Policy in a Monetary Union*
Fahr, Stephan
;
Smets, Frank
- In:
The Scandinavian journal of economics
112
(
2010
)
4
,
pp. 812-841
Persistent link: https://www.econbiz.de/10008722781
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5
Plakate im Pretest: alte und neue Verfahren
Kremer, Manfred
- In:
Planung & Analyse : Zeitschrift für Marktforschung und …
(
1997
)
2
,
pp. 54-56
Persistent link: https://www.econbiz.de/10007131229
Saved in:
6
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-326
Persistent link: https://www.econbiz.de/10008997619
Saved in:
7
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008
Koopman, Siem Jan
;
Lucas, Andr
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-533
Persistent link: https://www.econbiz.de/10010033529
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8
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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9
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
Saved in:
10
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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