Year of Publication | Title | Author(s) |
2010 | A Global Early Warning System of Financial Crises | Lo Duca, Marco; Fratzscher, Marcel; Bragoli, D.; Chudik, A.; Fidora, M.; Peltonen, T. |
2010 | Deriving the Term Structure of Banking Crisis Risk with a Compound Option Approach | Karmann, Alexander; Eichler, Stefan; Maltritz, Dominik |
2010 | Systemic Risk, Contagion, and State-Dependent Sensitivities in Value-at-Risk Estimation: Evidence from Hedge Funds | Gropp, Reint E.; Adams, Zeno; Füss, Roland |
2010 | The dynamics of financial crises and the risk to defend the exchange rate | Bauer, Christian; Herz, Bernhard |