Browsing All of EconStor by Author Lütkebohmert, Eva
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2007 | Granularity adjustment for Basel II | Lütkebohmert, Eva; Gordy, Michael B. |
2009 | Failure of saddle-point method in the presence of double defaults | Lütkebohmert, Eva |
2009 | Treatment of Double Default Effects within the Granularity Adjustment for Basel II | Ebert, Sebastian; Lütkebohmert, Eva |
2009 | Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation | Ebert, Sebastian; Lütkebohmert, Eva |
2017 | Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve | Foos, Daniel; Lütkebohmert, Eva; Markovych, Mariia; Pliszka, Kamil |
2021 | Arbitrage-free Nelson–Siegel model for multiple yield curves | Brignone, Riccardo; Gerhart, Christoph; Lütkebohmert, Eva |
2022 | Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve | Foos, Daniel; Lütkebohmert, Eva; Markovych, Mariia; Pliszka, Kamil |