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DateTitle Authors
2006 On the appropriateness of inappropriate VaR modelsHärdle, Wolfgang Karl / Hlávka, Zdeněk / Stahl, Gerhard
2006 Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle?Alexius, Annika / Welz, Peter
2010 A bivariate ordered probit estimator with mixed effectsBuscha, Franz / Conte, Anna
2010 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and CorrelationsCreal, Drew / Koopman, Siem Jan / Lucas, André
2010 Time-varying spot and futures oil price dynamicsCaporale, Guglielmo Maria / Ciferri, Davide / Girardi, Alessandro
2010 Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crashPesaran, Bahram / Pesaran, Mohammad Hashem
2010 EU banks rating assignments: Is there heterogeneity between new and old member countries?Caporale, Guglielmo Maria / Matousek, Roman / Stewart, Chris
2005 On the equality of Real Interest Rates across borders in Integrated Capital MarketsMinford, Patrick / Peel, David
2006 The Impact of ISO 9000 Diffusion on Trade and FDI: A New Institutional AnalysisClougherty, Joseph A. / Grajek, Michal
2006 A bootstrap method for identifying and evaluating a structural vector autoregressionHoover, Kevin D. / Demiralp, Selva / Perez, Stephen J.

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