6a Circuit de la Foire Internationale
L-1347
Luxembourg
European Stability Mechanism
Tail correlation, tail risk, quantile, ellipticity, crises
Tail correlation, quantile, ellipticity, risk
Real-Time Forecasting, Bayesian Factor model, Nowcasting
Term structure, volatility, density forecasting, no arbitrage
Term structure, Volatility, density forecasting, no arbitrage, Asset Pricing, Financial Instruments, Financial Markets
onfidence, consumption smoothing, loss aversion, uncertainty
Skewed and heavy tailed regression; Tukey’s g and h distribution; Maximum approximated likelihood estimator
social capital, political economy, regional transfers
Regime-switching models, financial imbalances, macroprudential policy
