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ECONIS (ZBW)
375
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1
Capital shortfall : a new approach to ranking and regulating systemic risks
Acharya, Viral V.
;
Engle, Robert F.
;
Richardson, Matthew
- In:
The American economic review
102
(
2012
)
3
,
pp. 59-64
Persistent link: https://www.econbiz.de/10009705301
Saved in:
2
Derivatives : the ultimate financial innovation
Acharya, Viral V.
;
Brenner, Menachem
;
Engle, Robert F.
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 233-249)
.
2009
Persistent link: https://www.econbiz.de/10003827516
Saved in:
3
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1995
Persistent link: https://www.econbiz.de/10001442054
Saved in:
4
Hedging the interest rate risk of Bradys : the case of Argentinian fixed and floating-rate bonds
Ahn, Dong-Hyun
;
Boudoukh, Jacob
;
Richardson, Matthew
; …
- In:
Emerging market capital flows : proceedings of a …
,
(pp. 307-317)
.
1998
Persistent link: https://www.econbiz.de/10001395758
Saved in:
5
Drawing inferences from statistics based on multi-year asset returns
Richardson, Matthew
;
Stock, James H.
-
1990
Persistent link: https://www.econbiz.de/10000806961
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6
Ex ante bond return and the yield curve
Boudoukh, Jacob
;
Richardson, Matthew
;
Smith, Tom
; …
-
1996
Persistent link: https://www.econbiz.de/10000949882
Saved in:
7
Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
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8
A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
Saved in:
9
Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun
;
Boudoukh, Jacob
;
Richardson, Matthew
; …
-
1999
Persistent link: https://www.econbiz.de/10001394327
Saved in:
10
Is the "ex ante" risk premium always positive? : A new approach to testing conditional asset pricing models
Boudoukh, Jacob
- In:
Journal of financial economics
34
(
1993
)
3
,
pp. 387-408
Persistent link: https://www.econbiz.de/10001153606
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