Rue de Blois B.P. 6739 45
University of Orleans
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Banking Regulation, Systemically Important Financial Firms, Marginal Expected Shortfall, SRISK, CoVaR, Systemic vs. Systematic Risk
Financial risk management, Tail Risk, Basel III
Banking, Macroprudential Regulation, Systemically Important Financial In- stitutions, Financial Crises, Too-Big-To-Fail
Collateral Requirements, Futures Markets, Tail Risk, Derivatives Clearing
Asset management, passive investment, derivatives, optimal collateral portfolio, systemic risk
Herding, Risk Disclosure, (Stressed) Value-at-Risk, Regulatory Capital
Collateral, Counterparty Risk, Derivatives Markets, Extreme Dependence
Realized Betas, CAPM, Multifactor Pricing Models, High Frequency Data, Robust Estimation
G-SIFI, regulatory capital, Basel Committee
Infrastructure, Threshold Panel Regression Models
panel regression, financial analysts, forecasts, accuracy, optimism, pessimism, soft information
Bootstrap, Grouped Ranking, Risk Measures, Uncertainty
Investment and Investment Climate, Economic Theory & Research, Markets and Market Access, Public Sector Economics & Finance, Economic Stabilization
disequilibrium, monetary standard and regimes, non-stationarity and cointegration, transition, Poland
Economic Theory & Research, Banks & Banking Reform, Debt Markets, Currencies and Exchange Rates, Markets and Market Access
portfolio inflows, unconventional monetary policy, emerging market economies, cross-country heterogeneity, time variability, nonlinearity, panel smooth transition regression model
Feldstein Horioka Puzzle, Panel Smooth Threshold Regression Models, saving-investment association, capital mobility
Banking, Macroprudential Regulation, Systemically Important Financial Institutions, Financial Crises, Financial Risk and Risk Management.
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This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: imfer.
Disequilibrium, Monetary standard and regimes, Non-stationarity and cointegration, Transition, Poland
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