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Exchange rates, information, and crises
Fernholz, Ricardo T. - 2011
Persistent link: https://www.econbiz.de/10011949259
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Big banks, idiosyncratic volatility, and systemic risk
Fernholz, Ricardo T.; Koch, Christoffer - In: The American economic review 107 (2017) 5, pp. 603-607
Persistent link: https://www.econbiz.de/10011786211
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The rise of big U.S. banks and the fall of big European banks : a statistical decomposition
Fernholz, Ricardo T.; Koch, Christoffer - In: European economic review : EER 135 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012695225