15-035/IV - Insecure Debt
Date: March 16, 2015
127 Discussion Papers
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15-024/IV - Tail Mutual Exclusivity and Tail-Var Lower Bounds
Date: February 12, 2015
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15-020/IV - Banks and Market Liquidity
Date: February 10, 2015
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15-008/IV - Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior
Date: January 16, 2015
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15-003/IV - Mixed Density based Copula Likelihood
Date: January 08, 2015
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15-002/IV - Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets
Date: January 06, 2015
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14-137/IV - Capital Structure Arbitrage revisited
Date: October 20, 2014
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14-117/IV - Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts
Date: August 29, 2014
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14-097/IV - Need for Speed? Exchange Latency and Liquidity
Date: July 28, 2014
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14-092/IV - Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
Date: July 22, 2014
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14-079/IV - Mutual Funds and Information Diffusion: The Role of Country-Level Governance
Date: July 01, 2014
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14-073/IV - New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
Date: June 19, 2014
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14-070/IV - Common Risk Factors in Equity Markets
Date: June 17, 2014
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14-065/IV - Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties
Date: June 02, 2014
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14-059/IV - Does Competition make Banks more Risk-seeking?
Date: May 12, 2014
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14-032/IV - The Dynamic Skellam Model with Applications
Date: March 10, 2014
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14-018/IV - The Effects of Liquidity Regulation on Bank Assets and Liabilities
Date: February 06, 2014
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14-010/IV - Testing for Parameter Instability in Competing Modeling Frameworks
Date: January 14, 2014
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13-210/IV - Bank Deregulation, Competition and Economic Growth: The US Free Banking Experience
Date: December 20, 2013
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13-186/IV - Short-Selling, Leverage and Systemic Risk
Date: November 15, 2013