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DP15571 Pricing Currency Risks 智库出版物
2020
作者:  Mikhail Chernov;  Magnus Dahlquist;  Lars Lochstoer
收藏  |  浏览/下载:9/0  |  提交时间:2022/09/22
Currency risk premiums  Stochastic discount factor  Factor models  
DP15571 Pricing Currency Risks 智库出版物
2020
作者:  Mikhail Chernov;  Magnus Dahlquist;  Lars Lochstoer
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Currency risk premiums  Stochastic discount factor  Factor models  
DP13680 Liquidity Risk After 20 Years 智库出版物
2019
作者:  Luboš Pástor;  Robert F. Stambaugh
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Liquidity  Liquidity risk  Liquidity factor  Liquidity beta  
DP12009 Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks 智库出版物
2017
作者:  Thorsten Beck;  Olivier De Jonghe;  Klaas Mulier
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Bank concentration  Sectoral specialization  Differentiation  Bank risk  Systemic stability  Factor model  
DP11734 Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 智库出版物
2016
作者:  Laurent E. Calvet;  Laurent Bach
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Household finance  Inequality  Risk-taking  Factor-based investing  Leverage  Cost of debt  Real estate  Private equity  
DP9610 Risk-Adjusting the Returns to Venture Capital 智库出版物
2013
作者:  Stefan Nagel
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Stochastic discount factor  Systematic risk  Venture capital  
DP8593 Interstate Risk Sharing in Germany:1970-2006 智库出版物
2011
作者:  Jurgen von Hagen;  Ralf Hepp
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Regional risk sharing  Factor markets  Consumption smoothing  Fiscal federalism  
DP8496 Capital Flows, Push versus Pull Factors and the Global Financial Crisis 智库出版物
2011
作者:  Marcel Fratzscher
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Advanced economies  Capital flows  Common shocks  Emerging markets  Factor model  Liquidity  Pull factors  Push factors  Risk  
DP8438 Global crises and equity market contagion 智库出版物
2011
作者:  Geert Bekaert;  Michael Ehrmann;  Marcel Fratzscher;  Arnaud Mehl
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Financial policies  Contagion  Country risk  Current account  Equity markets  Factor model  Financial crisis  Fx reserves  Global transmission  market integration  
The 1918–19 influenza pandemic affected tuberculosis in the united states: Reconsidering Bradshaw, smith, and Blanchard. 智库出版物
2008
作者:  Noymer A
收藏  |  浏览/下载:11/0  |  提交时间:2019/06/18
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