Volume 96 of Contemporary studies in economic and financial analysis provides further insights to post-crisis developments in the global economic and financial environment. Risk management post financial crisis : a period of monetary easing includes papers from leading authors from central...

This paper addresses the out-of-sample prediction of European Monetary Union yield spread changes. We extend the Longstaff and Schwartz (1995) approach by using liquidity variables, namely funding liquidity as measured by European Central Bank's unconventional monetary policy as well as a...

Risk Management Post Financial Crisis: A Period of Monetary Easing provides further insights into postcrisis developments in the global economic and financial environment including advances in measuring and reporting risk and liquidity. Contributions come from leading banks, international...