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Managing the risks of corporate bond portfolios : new evidence in the light of the sub‐prime crisis
Barone-Adesi, Giovanni; Carcano, Nicola; Dall'O, Hakim - 2012
We consider modeling errors in the hedging of a portfolio composed from BBB-rated bonds. By doing this, we open a new …
Persistent link: https://www.econbiz.de/10009558422
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009619551
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Statistical institutes and economic prosperity
Franses, Philip Hans; Legerstee, Rianne - 2012
Persistent link: https://www.econbiz.de/10009619556
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Revisiting the effects of IMF programs on poverty and inequality
Oberdabernig, Doris Anita - 2012
Persistent link: https://www.econbiz.de/10009622247
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An endogenously clustered factor approach to international business cycles
Francis, Neville; Owyang, Michael T.; Savascin, Özge - 2012
Persistent link: https://www.econbiz.de/10009530300
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Robust growth determinants
Doppelhofer, Gernot; Weeks, Melvyn - 2011
Persistent link: https://www.econbiz.de/10008826691
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Robust growth determinants
Dopplehofer, Gernot; Weeks, Melvyn - 2011
parsimonious mixture modeling that allows for fat-tailed errors compared to the normal benchmark case. Applying robust model …
Persistent link: https://www.econbiz.de/10008856400
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What if? : policy analysis with calibrated equilibrium models
Rutherford, Thomas F.; Sigrist, Donald - 2010
Persistent link: https://www.econbiz.de/10009009376
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Robust growth determinants
Doppelhofer, Gernot; Weeks, Melvyn - 2011
parsimonious mixture modeling that allows for fat-tailed errors compared to the normal benchmark case. Applying robust model …
Persistent link: https://www.econbiz.de/10009010519
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Estimating the effects of aggregate agricultural growth on the distribution of expenditures
Ligon, Ethan; Sadoulet, Elisabeth - 2011
Persistent link: https://www.econbiz.de/10009313685