| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Approach to Comparing VaR Estimation Methods |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
128 |
| A Theoretical and Empirical Comparison of Systemic Risk Measures |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
162 |
| A Theoretical and Empirical Comparison of Systemic Risk Measures |
0 |
0 |
1 |
263 |
0 |
2 |
8 |
642 |
| Clearing house, margin requirements, and systemic risk |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
56 |
| Clearing house, margin requirements, and systemic risk |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
40 |
| CoMargin |
0 |
0 |
0 |
159 |
0 |
0 |
1 |
448 |
| Commonality in Liquidity: A Global Perspective |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
57 |
| Component Proponents |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
| Component Proponents II |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
| Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
19 |
| Derivatives Clearing, Default Risk, and Insurance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
73 |
| Diversification and Value-at-Risk |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
57 |
| Do banks overstate their Value-at-Risk? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
31 |
| Estimation empirique de l'aversion au risque: l'apport des marchés d'options |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| Evolution of Market Uncertainty around Earnings Announcements |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
279 |
| Evolution of Market Uncertainty around Earnings Announcements |
0 |
0 |
0 |
41 |
0 |
2 |
2 |
188 |
| Extracting information from options markets: smiles, state-price densities and risk-aversion |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
| How common are common return factors across NYSE and Nasdaq? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
30 |
| Impact of Overwhelming Joy on Consumer Demand |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
68 |
| Implied Risk Exposures |
0 |
0 |
0 |
179 |
0 |
0 |
2 |
380 |
| Implied Risk Exposures |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
20 |
| Is Mister Mayor Running a Hedge Fund? The Use of Toxic Loans by Local Authorities |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
| La gestion des risques fait sa révolution |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
18 |
| Machine Learning et nouvelles sources de données pour le scoring de crédit |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
48 |
| Machine Learning et nouvelles sources de données pour le scoring de crédit |
0 |
0 |
2 |
53 |
0 |
0 |
5 |
43 |
| Marchés Financiers: Gestion de portefeuille et des risques |
0 |
0 |
0 |
0 |
1 |
2 |
20 |
207 |
| Marchés financiers, gestion de portefeuilles et des risques |
0 |
0 |
0 |
0 |
2 |
8 |
85 |
303 |
| Margin Backtesting |
1 |
1 |
2 |
117 |
2 |
2 |
8 |
226 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
2 |
6 |
34 |
446 |
| On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
570 |
| Pitfalls in Systemic-Risk Scoring |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
68 |
| Pitfalls in systemic-risk scoring |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
38 |
| Representative Yield Curve Shocks and Stress Testing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
25 |
| Representative yield curve shocks and stress testing |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
32 |
| Reproducibility Certification in Economics Research |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
34 |
| Repurchasing Shares on a Second Trading Line |
0 |
0 |
1 |
49 |
0 |
1 |
6 |
277 |
| Repurchasing Shares on a Second Trading Line |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
43 |
| Repurchasing Shares on a Second Trading Line |
0 |
2 |
3 |
73 |
1 |
7 |
16 |
397 |
| RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results |
0 |
0 |
5 |
85 |
0 |
8 |
32 |
371 |
| Sources of time variation in the covariance matrix of interest rates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
28 |
| Systemic Risk Score: A Suggestion |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
| Systemic Risk Score: A Suggestion |
0 |
0 |
0 |
42 |
0 |
1 |
1 |
78 |
| Systemic Risk Score: A Suggestion |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
57 |
| The Collateral Risk of ETFs |
0 |
0 |
2 |
81 |
0 |
0 |
11 |
294 |
| The Counterparty Risk Exposure of ETF Investors |
0 |
0 |
0 |
63 |
0 |
1 |
1 |
176 |
| The Level and Quality of Value-at-Risk Disclosure by Commercial Banks |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
34 |
| The Pernicious Effects of Contaminated Data in Risk Management |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
45 |
| The Private Production of Safe Assets |
0 |
0 |
1 |
24 |
0 |
0 |
3 |
92 |
| The Private Production of Safe Assets |
0 |
0 |
0 |
30 |
0 |
2 |
2 |
47 |
| The Private Production of Safe Assets |
0 |
0 |
0 |
27 |
0 |
2 |
3 |
59 |
| The Risk Map: A New Tool for Validating Risk Models |
0 |
0 |
2 |
431 |
0 |
1 |
6 |
654 |
| The level and quality of Value-at-Risk disclosure by commercial banks |
0 |
0 |
1 |
2 |
0 |
0 |
7 |
56 |
| The pernicious effects of contaminated data in risk management |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
34 |
| What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
24 |
| What if dividends were tax-exempt? Evidence from a natural experiment |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
60 |
| Where the Risks Lie: A Survey on Systemic Risk |
0 |
0 |
0 |
119 |
0 |
2 |
6 |
370 |
| Where the Risks Lie: A Survey on Systemic Risk |
0 |
2 |
10 |
271 |
3 |
8 |
34 |
857 |
| Where the Risks Lie: A Survey on Systemic Risk |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
214 |
| Where the Risks Lie: A Survey on Systemic Risk |
0 |
0 |
0 |
5 |
0 |
3 |
12 |
299 |
| Wholesale Funding Dry-Ups |
0 |
0 |
0 |
23 |
1 |
1 |
2 |
79 |
| Wholesale Funding Runs |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
25 |
| Wholesale funding dry-ups |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
115 |
| Yield-factor volatility models |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
17 |
| Total Working Papers |
1 |
5 |
32 |
2,274 |
17 |
85 |
400 |
9,610 |
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