| 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 |
4 |
7 |
133 |
| A Theoretical and Empirical Comparison of Systemic Risk Measures |
0 |
0 |
0 |
0 |
0 |
8 |
16 |
172 |
| A Theoretical and Empirical Comparison of Systemic Risk Measures |
0 |
1 |
2 |
265 |
0 |
5 |
11 |
649 |
| Clearing house, margin requirements, and systemic risk |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
42 |
| Clearing house, margin requirements, and systemic risk |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
58 |
| CoMargin |
0 |
0 |
0 |
159 |
0 |
9 |
11 |
458 |
| Commonality in Liquidity: A Global Perspective |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
59 |
| Component Proponents |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
19 |
| Component Proponents II |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
17 |
| Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
22 |
| Derivatives Clearing, Default Risk, and Insurance |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
77 |
| Diversification and Value-at-Risk |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
65 |
| Do banks overstate their Value-at-Risk? |
0 |
0 |
0 |
0 |
2 |
8 |
11 |
42 |
| Estimation empirique de l'aversion au risque: l'apport des marchés d'options |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
12 |
| Evolution of Market Uncertainty around Earnings Announcements |
1 |
1 |
1 |
42 |
2 |
17 |
19 |
205 |
| Evolution of Market Uncertainty around Earnings Announcements |
0 |
0 |
0 |
1 |
0 |
4 |
7 |
285 |
| Extracting information from options markets: smiles, state-price densities and risk-aversion |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
| How common are common return factors across NYSE and Nasdaq? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
31 |
| Impact of Overwhelming Joy on Consumer Demand |
0 |
0 |
0 |
0 |
1 |
6 |
9 |
74 |
| Implied Risk Exposures |
0 |
0 |
0 |
179 |
0 |
3 |
6 |
384 |
| Implied Risk Exposures |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
26 |
| Is Mister Mayor Running a Hedge Fund? The Use of Toxic Loans by Local Authorities |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
| La gestion des risques fait sa révolution |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
22 |
| Machine Learning et nouvelles sources de données pour le scoring de crédit |
0 |
0 |
2 |
53 |
3 |
6 |
11 |
50 |
| Machine Learning et nouvelles sources de données pour le scoring de crédit |
0 |
0 |
0 |
0 |
2 |
7 |
16 |
58 |
| Marchés Financiers: Gestion de portefeuille et des risques |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
212 |
| Marchés financiers, gestion de portefeuilles et des risques |
0 |
0 |
0 |
0 |
5 |
12 |
62 |
321 |
| Margin Backtesting |
0 |
0 |
1 |
117 |
1 |
5 |
13 |
234 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
4 |
18 |
38 |
470 |
| On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective |
0 |
0 |
0 |
0 |
0 |
6 |
9 |
577 |
| Pitfalls in Systemic-Risk Scoring |
0 |
0 |
0 |
0 |
2 |
6 |
7 |
74 |
| Pitfalls in systemic-risk scoring |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
42 |
| Representative Yield Curve Shocks and Stress Testing |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
26 |
| Representative yield curve shocks and stress testing |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
37 |
| Reproducibility Certification in Economics Research |
0 |
0 |
0 |
2 |
4 |
11 |
17 |
47 |
| Repurchasing Shares on a Second Trading Line |
0 |
0 |
0 |
0 |
1 |
4 |
9 |
50 |
| Repurchasing Shares on a Second Trading Line |
0 |
0 |
0 |
49 |
1 |
3 |
9 |
282 |
| Repurchasing Shares on a Second Trading Line |
0 |
0 |
2 |
73 |
3 |
11 |
19 |
408 |
| RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results |
0 |
0 |
4 |
85 |
0 |
4 |
30 |
379 |
| Sources of time variation in the covariance matrix of interest rates |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
31 |
| Systemic Risk Score: A Suggestion |
0 |
0 |
0 |
42 |
0 |
6 |
7 |
84 |
| Systemic Risk Score: A Suggestion |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
20 |
| Systemic Risk Score: A Suggestion |
0 |
0 |
0 |
30 |
2 |
6 |
6 |
63 |
| The Collateral Risk of ETFs |
0 |
0 |
2 |
82 |
0 |
8 |
14 |
305 |
| The Counterparty Risk Exposure of ETF Investors |
0 |
0 |
0 |
63 |
2 |
7 |
10 |
185 |
| The Level and Quality of Value-at-Risk Disclosure by Commercial Banks |
0 |
0 |
0 |
0 |
0 |
4 |
7 |
40 |
| The Pernicious Effects of Contaminated Data in Risk Management |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
50 |
| The Private Production of Safe Assets |
0 |
0 |
0 |
30 |
3 |
8 |
12 |
57 |
| The Private Production of Safe Assets |
0 |
0 |
1 |
25 |
0 |
6 |
10 |
101 |
| The Private Production of Safe Assets |
0 |
0 |
0 |
27 |
0 |
2 |
7 |
63 |
| The Risk Map: A New Tool for Validating Risk Models |
0 |
0 |
1 |
432 |
0 |
3 |
8 |
660 |
| The level and quality of Value-at-Risk disclosure by commercial banks |
0 |
0 |
0 |
2 |
1 |
8 |
11 |
65 |
| The pernicious effects of contaminated data in risk management |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
39 |
| What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
28 |
| What if dividends were tax-exempt? Evidence from a natural experiment |
0 |
0 |
0 |
42 |
3 |
9 |
14 |
74 |
| Where the Risks Lie: A Survey on Systemic Risk |
1 |
1 |
7 |
273 |
6 |
49 |
78 |
916 |
| Where the Risks Lie: A Survey on Systemic Risk |
0 |
0 |
1 |
120 |
2 |
6 |
13 |
380 |
| Where the Risks Lie: A Survey on Systemic Risk |
0 |
0 |
0 |
5 |
6 |
14 |
26 |
318 |
| Where the Risks Lie: A Survey on Systemic Risk |
0 |
0 |
0 |
0 |
1 |
10 |
14 |
224 |
| Wholesale Funding Dry-Ups |
0 |
0 |
0 |
23 |
1 |
5 |
8 |
85 |
| Wholesale Funding Runs |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
28 |
| Wholesale funding dry-ups |
0 |
0 |
2 |
20 |
1 |
7 |
9 |
124 |
| Yield-factor volatility models |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
20 |
| Total Working Papers |
2 |
3 |
28 |
2,285 |
71 |
370 |
715 |
10,107 |
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