| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Framework for Assessing the Systemic Risk of Major Financial Institutions |
0 |
1 |
2 |
376 |
5 |
12 |
32 |
1,082 |
| A framework for assessing the systemic risk of major financial institutions |
0 |
0 |
0 |
99 |
1 |
1 |
3 |
315 |
| A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model |
0 |
0 |
0 |
384 |
5 |
5 |
7 |
1,072 |
| Ambiguity Aversion and Variance Premium |
0 |
0 |
0 |
75 |
4 |
8 |
11 |
234 |
| Ambiguity Aversion and Variance Premium |
0 |
0 |
0 |
10 |
4 |
5 |
6 |
60 |
| Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis |
0 |
0 |
0 |
215 |
3 |
6 |
9 |
560 |
| Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis |
0 |
0 |
0 |
140 |
2 |
3 |
6 |
379 |
| Bond risk premia and realized jump volatility |
0 |
0 |
0 |
103 |
4 |
6 |
7 |
310 |
| Credit default swap spreads and variance risk premia |
0 |
0 |
0 |
100 |
5 |
7 |
10 |
222 |
| Does Fiscal Policy Matter for Stock-Bond Return Correlation? |
0 |
0 |
0 |
22 |
12 |
16 |
20 |
75 |
| Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities |
0 |
0 |
0 |
218 |
2 |
4 |
9 |
521 |
| Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities |
0 |
0 |
0 |
439 |
2 |
5 |
7 |
1,052 |
| Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data |
0 |
0 |
1 |
67 |
3 |
5 |
7 |
349 |
| Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data |
0 |
0 |
2 |
127 |
7 |
9 |
14 |
353 |
| Estimating stochastic volatility diffusion using conditional moments of integrated volatility |
0 |
0 |
0 |
508 |
6 |
10 |
14 |
1,177 |
| Expected Stock Returns and Variance Risk Premia |
0 |
0 |
0 |
110 |
18 |
24 |
28 |
461 |
| Expected stock returns and variance risk premia |
0 |
1 |
2 |
406 |
17 |
30 |
38 |
1,147 |
| Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
0 |
0 |
1 |
175 |
6 |
13 |
17 |
892 |
| Explaining credit default swap spreads with the equity volatility and jump risks of individual firms |
0 |
0 |
0 |
441 |
5 |
9 |
12 |
1,949 |
| Hot money and quantitative easing: the spillover effect of U.S. monetary policy on Chinese housing, equity and loan markets |
0 |
1 |
1 |
130 |
2 |
8 |
10 |
335 |
| Itô conditional moment generator and the estimation of short rate processes |
0 |
0 |
1 |
131 |
1 |
5 |
7 |
389 |
| Jump-diffusion term structure and Ito conditional moment generator |
0 |
0 |
1 |
367 |
5 |
6 |
9 |
991 |
| Leverage-Induced Fire Sales and Stock Market Crashes |
0 |
1 |
1 |
34 |
10 |
18 |
22 |
154 |
| Realized jumps on financial markets and predicting credit spreads |
0 |
0 |
0 |
140 |
3 |
4 |
5 |
454 |
| Regime-shifts, risk premiums in the term structure, and the business cycle |
0 |
0 |
0 |
176 |
2 |
3 |
4 |
513 |
| Risk, Uncertainty, and Expected Returns |
0 |
0 |
0 |
191 |
3 |
8 |
15 |
651 |
| Risk, uncertainty, and expected returns |
0 |
0 |
0 |
25 |
4 |
6 |
9 |
113 |
| Rural-Urban Disparity and Sectoral Labor Allocation in China |
0 |
0 |
0 |
20 |
4 |
8 |
10 |
1,694 |
| Short Run Bond Risk Premia |
0 |
0 |
0 |
61 |
10 |
12 |
13 |
145 |
| Specification analysis of structural credit risk models |
0 |
1 |
1 |
158 |
7 |
11 |
15 |
496 |
| Stock Return and Cash Flow Predictability: The Role of Volatility Risk |
0 |
0 |
0 |
103 |
5 |
8 |
13 |
220 |
| Stock return predictability and variance risk premia: statistical inference and international evidence |
0 |
0 |
0 |
129 |
5 |
11 |
15 |
315 |
| Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime |
0 |
0 |
0 |
12 |
4 |
7 |
10 |
47 |
| Systemic risk contributions |
0 |
0 |
0 |
178 |
6 |
13 |
15 |
402 |
| Term Structure of Interest Rates with Short-run and Long-run Risks |
0 |
0 |
0 |
21 |
4 |
5 |
7 |
98 |
| Term structure of interest rates with regime shifts |
0 |
0 |
0 |
450 |
4 |
6 |
8 |
829 |
| The systemic risk of European banks during the financial and sovereign debt crises |
0 |
1 |
1 |
147 |
8 |
13 |
20 |
321 |
| Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty |
0 |
0 |
1 |
96 |
4 |
4 |
10 |
282 |
| Variance risk premiums and the forward premium puzzle |
0 |
0 |
1 |
27 |
7 |
17 |
20 |
161 |
| Volatility puzzles: a unified framework for gauging return-volatility regressions |
0 |
0 |
0 |
431 |
4 |
6 |
9 |
1,657 |
| Total Working Papers |
0 |
6 |
16 |
7,042 |
213 |
357 |
503 |
22,477 |
LogEc is hosted by the
Örebro University School of Business.