Narrow search
Showing 1 - 10 of 25
Cover Image
How to stop a herd of running bears? : market response to policy initiatives during the global financial crisis
Aït-Sahalia, Yacine; Andritzky, Jochen; Jobst, Andreas A. - 2009
Persistent link: https://www.econbiz.de/10003901616
Cover Image
Market response to policy initiatives during the global financial crisis
Aït-Sahalia, Yacine; Andritzky, Jochen; Jobst, Andreas A. - 2010
Persistent link: https://www.econbiz.de/10003951825
Cover Image
Market Response to Policy Initiatives During the Global Financial Crisis
Aït-Sahalia, Yacine - 2010
This paper examines the impact of macroeconomic and financial sector policy announcements in the United States, the United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidity risk premia. Announcements of interest rate cuts, liquidity support, liability...
Persistent link: https://www.econbiz.de/10013146945
Cover Image
How to Stop a Herd of Running Bears? Market Response to Policy Initiatives During the Global Financial Crisis
Andritzky, Jochen R. - 2009
This paper examines the impact of macroeconomic and financial sector policy announcements in the United States, the United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidity risk premia. Announcements of interest rate cuts, liquidity support, liability...
Persistent link: https://www.econbiz.de/10013155732
Cover Image
Market Response to Policy Initiatives during the Global Financial Crisis
Aït-Sahalia, Yacine - 2010
This paper examines the impact of macroeconomic and financial sector policy announcements in the United States, the United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidity risk premia. Announcements of interest rate cuts, liquidity support, liability...
Persistent link: https://www.econbiz.de/10012462841
Cover Image
Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A. - In: International review of financial analysis 28 (2013), pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
Cover Image
Measuring systemic risk-adjusted liquidity (SRL) : a model approach
Jobst, Andreas A. - In: Journal of banking & finance 45 (2014), pp. 270-287
Persistent link: https://www.econbiz.de/10010467904
Cover Image
Systemic risk in the insurance sector : a review of current assessment approaches
Jobst, Andreas A. - In: The Geneva papers on risk and insurance - issues and … 39 (2014) 3, pp. 440-470
Persistent link: https://www.econbiz.de/10010502945
Cover Image
New directions in financial sector and sovereign risk management
Gray, Dale; Jobst, Andreas A. - In: Journal of investment management : JOIM 8 (2010) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10003966806
Cover Image
Market-implied systemic risk and shadow capital adequacy
Chatterjee, Somnath; Jobst, Andreas A. - 2019
Persistent link: https://www.econbiz.de/10012202397