| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A General Equilibrium Appraisal of Capital Shortfall |
0 |
0 |
0 |
38 |
2 |
2 |
4 |
68 |
| A General Equilibrium Appraisal of Capital Shortfall |
0 |
0 |
1 |
28 |
0 |
0 |
1 |
46 |
| A New Indicator of Bank Funding Cost |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
33 |
| Aggregating Phillips Curves |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
208 |
| Aggregating Phillips Curves |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
325 |
| Aggregating Phillips Curves |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
211 |
| Aggregating Phillips curves |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
379 |
| Aggregating Phillips curves |
0 |
1 |
1 |
83 |
0 |
4 |
4 |
260 |
| Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
60 |
| Analyse des cours boursiers: une premiere approche |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
529 |
| Assessing GMM Estimates of the Federal Reserve Reaction Function |
0 |
0 |
0 |
365 |
0 |
0 |
1 |
939 |
| Assessing GMM Estimates of the Federal Reserve Reaction Function |
1 |
2 |
3 |
138 |
2 |
3 |
5 |
777 |
| Asset Allocation in Transition Economies |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
105 |
| Asset Allocation in Transition Economies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
25 |
| Asymmetric Beta Comovement and Systematic Downside Risk |
0 |
0 |
1 |
35 |
1 |
2 |
4 |
84 |
| Average Skewness Matters! |
0 |
0 |
2 |
44 |
0 |
4 |
8 |
126 |
| Bank Funding Cost and Liquidity Supply Regimes |
0 |
0 |
0 |
19 |
1 |
1 |
3 |
60 |
| Bank Rollover Risk and Liquidity Supply Regimes |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
| Bank capital shortfall in the euro area |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
| Building Benchmarks Portfolios with Decreasing Carbon Footprints |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
33 |
| Building benchmarks portfolios with decreasing carbon footprints |
0 |
0 |
0 |
12 |
1 |
2 |
7 |
28 |
| Building portfolios of sovereign securities with decreasing carbon footprints |
0 |
0 |
4 |
16 |
0 |
5 |
16 |
45 |
| Building portfolios of sovereign securities with decreasing carbon footprints |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
12 |
| Climate-Related Disasters and the Death Toll |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
10 |
| Collateralization, Leverage, and Stressed Expected Loss |
0 |
0 |
1 |
78 |
0 |
0 |
1 |
60 |
| Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? |
0 |
0 |
4 |
307 |
1 |
1 |
8 |
886 |
| Conditional Dependency of Financial Series: An Application of Copulas |
0 |
0 |
1 |
89 |
1 |
1 |
7 |
1,069 |
| Conditional Dependency of Financial Series: An Application of Copulas |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
45 |
| Conditional Dependency of Financial Series: The Copula-GARCH Model |
0 |
0 |
1 |
585 |
0 |
0 |
2 |
1,238 |
| Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence |
0 |
0 |
0 |
483 |
0 |
0 |
1 |
1,453 |
| Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
47 |
| Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence |
0 |
0 |
0 |
146 |
3 |
3 |
4 |
2,476 |
| Conditional dependency of financial series: an application of copulas |
0 |
0 |
0 |
565 |
0 |
0 |
4 |
1,146 |
| Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
121 |
| Crude Awakening: Oil Prices and Bond Returns |
0 |
0 |
3 |
41 |
0 |
0 |
12 |
107 |
| Deconstructing ESG Scores: How to Invest with Your own Criteria |
0 |
0 |
3 |
11 |
0 |
2 |
9 |
35 |
| Deconstructing ESG Scores: How to Invest with your own Criteria? |
0 |
0 |
1 |
39 |
0 |
0 |
2 |
10 |
| Deconstructing ESG scores: how to invest with your own criteria |
0 |
0 |
0 |
26 |
0 |
1 |
6 |
76 |
| Disasters, Large Drawdowns, and Long-term Asset Management |
0 |
1 |
1 |
7 |
0 |
1 |
1 |
18 |
| Does Correlation between Stock Returns Really Increase during Turbulent Period? |
0 |
0 |
0 |
272 |
1 |
1 |
1 |
1,852 |
| ESG Investing: From Sin Stocks to Smart Beta |
0 |
3 |
12 |
221 |
2 |
5 |
26 |
372 |
| ESG Screening in the Fixed-Income Universe |
0 |
0 |
0 |
29 |
1 |
1 |
3 |
48 |
| Effets “volume”, volatilité et transmissions internationales sur les marchés boursiers dans le G5 |
0 |
0 |
1 |
39 |
2 |
3 |
4 |
234 |
| Entropy Densities |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
19 |
| Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis |
0 |
0 |
0 |
64 |
2 |
2 |
3 |
988 |
| Entropy densities |
0 |
0 |
0 |
88 |
0 |
1 |
2 |
309 |
| Environmental Subsidies to Mitigate Net-Zero Transition Costs |
0 |
1 |
8 |
68 |
3 |
4 |
23 |
64 |
| Environmental Subsidies to Mitigate Transition Risk |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
20 |
| Environmental Subsidies to Mitigate Transition risk |
0 |
0 |
4 |
29 |
0 |
0 |
12 |
53 |
| Environmental Subsidies to Mitigate Transition risk |
0 |
0 |
1 |
1 |
1 |
2 |
3 |
8 |
| Estimating Aggregate Autoregressive Processes When Only Macro Data are Available |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
18 |
| Estimating Gram-Charlier Expansions Under Positivity Constraints |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
34 |
| Estimating Gram-Charlier Expansions with Positivity Constraints |
0 |
1 |
3 |
249 |
1 |
2 |
5 |
2,591 |
| Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps |
0 |
0 |
1 |
15 |
0 |
2 |
3 |
69 |
| Estimation et interprétation des densités neutres au risque: une comparaison de méthodes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
| Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies |
0 |
0 |
0 |
74 |
1 |
2 |
4 |
955 |
| Forecasting Financial Returns with a Structural Macroeconomic Model |
0 |
0 |
0 |
126 |
0 |
1 |
1 |
102 |
| France-Allemagne: Asymetries et convergence |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
411 |
| Greening (Runnable) Brown Assets with a Liquidity Backstop |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
32 |
| Greening (runnable) brown assets with a liquidity backstop |
0 |
0 |
2 |
24 |
0 |
0 |
7 |
57 |
| Greening the Swiss National Bank's Portfolio |
0 |
0 |
1 |
15 |
0 |
0 |
3 |
32 |
| How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
16 |
| Interest Rate Transmission and Volatility Transmission along the Yield Curve |
0 |
0 |
0 |
79 |
1 |
2 |
3 |
1,351 |
| La mesure du ratio rendement-risque a partir du marche des euro-devises |
0 |
0 |
5 |
60 |
1 |
1 |
16 |
1,586 |
| La modelisation de la volatilite des bourses asiatiques |
0 |
0 |
2 |
130 |
1 |
4 |
8 |
1,674 |
| La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles |
0 |
0 |
0 |
63 |
2 |
2 |
2 |
1,968 |
| La théorie des anticipations de la structure par terme: test à partir des titres publics français |
0 |
0 |
0 |
16 |
2 |
3 |
6 |
116 |
| Le contenu en information de la pente des taux: application au cas des titres publics français |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
74 |
| Le modele de prevision mensuelle du prix des actifs financiers dans le G5: une analyse des proprietes |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
353 |
| Les marches boursiers dans le G5: effets volume et mesures de la volatilite |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
368 |
| Les politiques monetaires au sein du SME |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
285 |
| Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates |
0 |
0 |
0 |
51 |
3 |
3 |
5 |
970 |
| Long-Term Portfolio Management with a Structural Macroeconomic Model |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
20 |
| Long-run causality, with an application to international links between long-term interest rates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
184 |
| ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") |
0 |
0 |
0 |
290 |
0 |
0 |
0 |
764 |
| ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") |
0 |
0 |
0 |
2 |
1 |
1 |
8 |
374 |
| ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") |
0 |
0 |
1 |
261 |
0 |
0 |
2 |
614 |
| ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) |
0 |
0 |
0 |
91 |
1 |
1 |
3 |
328 |
| Measuring and Stress-Testing Market-Implied Bank Capital |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
13 |
| Measuring and stress-testing market-implied bank capital |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
12 |
| Measuring the Capital Shortfall of Large U.S. Banks |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
39 |
| Modele de prevision et allocation d'actifs |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
375 |
| Modelisation du prix des actifs financiers |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
305 |
| Modelisation et prevision des indices de prix sectoriels |
0 |
0 |
4 |
118 |
1 |
1 |
9 |
1,162 |
| Modelling the French Swap Spread |
0 |
0 |
2 |
91 |
1 |
4 |
7 |
2,306 |
| Moment Component Analysis: An Illustration with International Stock Markets |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
106 |
| Optimal Liquidation Strategies in Illiquid Markets |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
28 |
| Optimal Long-Term Allocation with Pension Fund Liabilities |
0 |
0 |
1 |
34 |
2 |
2 |
3 |
34 |
| Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
16 |
| Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity |
0 |
1 |
1 |
9 |
1 |
3 |
4 |
63 |
| Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
20 |
| Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity |
0 |
0 |
0 |
59 |
1 |
1 |
1 |
185 |
| Optimal Portfolio Allocation Under Higher Moments |
0 |
0 |
1 |
209 |
2 |
3 |
5 |
598 |
| Optimal Strategies for ESG Portfolios |
1 |
3 |
6 |
111 |
2 |
4 |
16 |
195 |
| Periodic or Generational Actuarial Tables: Which One to Choose? |
0 |
0 |
0 |
14 |
1 |
2 |
3 |
43 |
| Politique monetaire et objectifs intermedieres aux Etats-Unis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
342 |
| Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
47 |
| Portfolio allocation in transition economies |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
378 |
| Portfolio allocation in transition economies |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
22 |
| Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election |
0 |
0 |
0 |
195 |
10 |
10 |
11 |
1,361 |
| Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
2,838 |
| Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
| Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral |
0 |
0 |
0 |
39 |
1 |
1 |
2 |
1,152 |
| Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities |
0 |
0 |
0 |
220 |
0 |
0 |
1 |
765 |
| Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
44 |
| Représentation VAR et test de la théorie des anticipations de la structure par terme |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
123 |
| Retour sur les determinants fondamentaux des cours boursiers: une formulation a correction d'erreur |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
375 |
| Sectoral Phillips curves and the aggregate Phillips curve |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
21 |
| Sectoral Phillips curves and the aggregate Phillips curve |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
68 |
| Sectoral Phillips curves and the aggregate Phillips curve |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
21 |
| Strategic Interaction between Hedge Funds and Prime Brokers |
0 |
0 |
0 |
20 |
0 |
2 |
3 |
55 |
| Systemic Risk in Europe |
0 |
2 |
5 |
80 |
0 |
2 |
9 |
91 |
| Test of persistent Causality with an Application of the Expectations Theory of the Term Structure |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
492 |
| Test of persistent causality with an application of the expectations theory of the term structure |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
79 |
| Testing Heterogeneity within the Euro Area |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
22 |
| Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model |
0 |
0 |
0 |
9 |
1 |
2 |
2 |
56 |
| Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data |
0 |
0 |
0 |
58 |
2 |
2 |
6 |
222 |
| Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data |
0 |
0 |
0 |
532 |
0 |
0 |
1 |
1,303 |
| Testing for differences in the tails of stock-market returns |
0 |
0 |
0 |
194 |
0 |
0 |
1 |
472 |
| Testing for differences in the tails of stock-market returns |
0 |
0 |
0 |
0 |
6 |
6 |
7 |
33 |
| Testing heterogeneity within the euro area |
0 |
0 |
0 |
74 |
1 |
1 |
2 |
173 |
| The Allocation of Assets Under Higher Moments |
0 |
0 |
1 |
154 |
0 |
0 |
1 |
368 |
| The Bank Bias: Segmentation of French Fund Families |
0 |
0 |
0 |
22 |
2 |
2 |
2 |
116 |
| The Economic Value of Distributional Timing |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
161 |
| The Expectation Theory: Tests on French, German, and American Euro-Rates |
0 |
1 |
1 |
152 |
1 |
3 |
4 |
4,080 |
| The Impact of Green Investors on Stock Prices |
0 |
0 |
23 |
23 |
0 |
3 |
17 |
17 |
| The Impact of News on Higher Moments |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
186 |
| The Information Content of the French and German Government Bond Tield Curves: Why Such Differences? |
0 |
0 |
0 |
39 |
2 |
2 |
2 |
1,683 |
| The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets |
0 |
0 |
0 |
38 |
2 |
2 |
2 |
1,330 |
| The Tail Behavior of Stock Returns: Emerging versus Mature Markets |
0 |
0 |
0 |
340 |
0 |
1 |
1 |
1,131 |
| The impact of green investors on stock prices |
0 |
1 |
4 |
16 |
1 |
3 |
23 |
52 |
| When Are Stocks Less Volatile in the Long Run? |
0 |
0 |
1 |
50 |
0 |
0 |
3 |
180 |
| Total Working Papers |
2 |
17 |
119 |
9,155 |
92 |
160 |
505 |
57,872 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
104 |
| Asymmetry in tail dependence in equity portfolios |
0 |
0 |
0 |
7 |
1 |
1 |
4 |
37 |
| Average skewness matters |
1 |
2 |
8 |
51 |
3 |
9 |
27 |
237 |
| Bank capital shortfall in the euro area |
0 |
1 |
2 |
10 |
0 |
2 |
5 |
24 |
| Book Review: Risk-Based and Factor Investing |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
76 |
| Causalité de long terme et amélioration de la prévision: application aux courbes de taux d'intérêt |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
24 |
| Collateralization, leverage, and stressed expected loss |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
38 |
| Comment on "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc" |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
23 |
| Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements |
0 |
0 |
8 |
431 |
0 |
4 |
40 |
1,005 |
| Does Correlation Between Stock Returns Really Increase During Turbulent Periods? |
0 |
0 |
1 |
12 |
1 |
1 |
2 |
55 |
| Entropy densities with an application to autoregressive conditional skewness and kurtosis |
0 |
0 |
0 |
150 |
1 |
1 |
1 |
390 |
| Estimating aggregate autoregressive processes when only macro data are available |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
50 |
| Estimating the price impact of trades in a high-frequency microstructure model with jumps |
0 |
0 |
0 |
14 |
1 |
2 |
5 |
91 |
| Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
136 |
| Examining bias in estimators of linear rational expectations models under misspecification |
0 |
0 |
1 |
38 |
0 |
0 |
2 |
164 |
| Forecasting French and German long-term rates using a rational expectations model |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
46 |
| Gestion institutionnelle et volatilité des marchés financiers |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
37 |
| Gram-Charlier densities |
0 |
0 |
2 |
380 |
3 |
3 |
9 |
881 |
| Greening the Swiss National Bank’s Portfolio |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| La gestion optimale des finances publiques en présence de coûts d'ajustement |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
32 |
| La soutenabilité de la politique budgétaire |
0 |
0 |
0 |
30 |
1 |
3 |
8 |
170 |
| La stabilité de la fonction de demande de monnaie aux Etats-Unis |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
104 |
| La substitution entre capital et travail: une évaluation sur données d'entreprises |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
191 |
| La théorie des anticipations de la structure par terme permet-elle de rendre compte de l'évolution des taux d'intérêt sur euro-devise ? |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
24 |
| La théorie des anticipations de la structure par terme: test à partir de titres publics français |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
20 |
| Le contenu en information de la pente des taux: application au cas des titres publics français |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
31 |
| Les modèles monétaires de taux de change: un examen empirique |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
48 |
| Les politiques monétaires au sein du SME |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
42 |
| Long-term Portfolio Allocation Based on Long-term Macro forecasts |
0 |
1 |
1 |
20 |
0 |
1 |
1 |
81 |
| Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates |
0 |
0 |
1 |
5 |
0 |
1 |
2 |
9 |
| Moment Component Analysis: An Illustration With International Stock Markets |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
24 |
| On the Importance of Time Variability in Higher Moments for Asset Allocation |
0 |
1 |
1 |
13 |
0 |
2 |
2 |
34 |
| Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity |
0 |
0 |
0 |
164 |
0 |
0 |
1 |
465 |
| Optimal Portfolio Allocation under Higher Moments |
0 |
0 |
1 |
84 |
0 |
0 |
1 |
328 |
| Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race |
0 |
0 |
1 |
9 |
0 |
2 |
4 |
37 |
| Predicting the stressed expected loss of large U.S. banks |
0 |
1 |
2 |
5 |
1 |
3 |
8 |
25 |
| Reading PIBOR futures options smiles: The 1997 snap election |
0 |
0 |
0 |
36 |
0 |
2 |
4 |
208 |
| Reading the smile: the message conveyed by methods which infer risk neutral densities |
0 |
0 |
0 |
114 |
0 |
0 |
1 |
367 |
| Sectoral Phillips curves and the aggregate Phillips curve |
0 |
0 |
1 |
164 |
0 |
0 |
6 |
449 |
| Skewness and index futures return |
0 |
0 |
1 |
7 |
1 |
3 |
5 |
39 |
| Systemic Risk in Europe |
0 |
1 |
3 |
9 |
1 |
2 |
4 |
40 |
| Systemic Risk in Europe |
0 |
0 |
2 |
71 |
1 |
2 |
10 |
263 |
| Testing for differences in the tails of stock-market returns |
0 |
0 |
2 |
103 |
0 |
1 |
5 |
255 |
| Testing for the New Keynesian Phillips Curve. Additional international evidence |
0 |
0 |
1 |
108 |
0 |
0 |
4 |
291 |
| Testing heterogeneity within the euro area |
0 |
0 |
1 |
32 |
0 |
0 |
3 |
114 |
| The Copula-GARCH model of conditional dependencies: An international stock market application |
1 |
4 |
20 |
901 |
1 |
9 |
48 |
2,132 |
| The Impact of Shocks on Higher Moments |
0 |
0 |
0 |
16 |
1 |
1 |
2 |
81 |
| The dynamics of squared returns under contemporaneous aggregation of GARCH models |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
48 |
| The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
201 |
| User's guide |
0 |
0 |
0 |
38 |
1 |
3 |
3 |
104 |
| When Are Stocks Less Volatile in the Long Run? |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
59 |
| Total Journal Articles |
2 |
11 |
61 |
3,254 |
18 |
65 |
246 |
9,735 |
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