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Regulatory evaluation of value-at-risk models
López, José A. - 1997
Persistent link: https://www.econbiz.de/10000975891
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Regulatory evaluation of value-at-risk models
López, José A. - 1997
Persistent link: https://www.econbiz.de/10000988960
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Methods for evaluating value-at-risk estimates
López, José A. - In: Economic policy review 4 (1998) 3, pp. 109-118
Persistent link: https://www.econbiz.de/10001338728
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Evaluating the predictive accuracy of volatility models
López, José A. - In: Journal of forecasting 20 (2001) 2, pp. 87-109
Persistent link: https://www.econbiz.de/10001570435
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Regulatory evaluation of value-at-risk models
Lopez, Jose A. - In: Innovations in risk management : seminal papers from …, (pp. 85-118). 2004
Persistent link: https://www.econbiz.de/10002600234
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Bank charter value and the viability of the Japanese convoy system
Spiegel, Mark - 1999
Persistent link: https://www.econbiz.de/10001474904
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Fixed-premium deposit insurance and international credit crunches
Spiegel, Mark - 1994
Persistent link: https://www.econbiz.de/10000907524
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The ins and outs of joining a monetary union
Spiegel, Mark M. (contributor) - 1998
Persistent link: https://www.econbiz.de/10001373832
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Threshold effects in international lending
Spiegel, Mark - In: Journal of development economics 46 (1995) 2, pp. 341-356
Persistent link: https://www.econbiz.de/10001183274
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Sovereign risk exposure with potential liquidation : the performance of alternative forms of external finance
Spiegel, Mark - In: Journal of international money and finance 13 (1994) 4, pp. 400-414
Persistent link: https://www.econbiz.de/10001164486