[BOOK][B] Aggregate and firm-level measures of systemic risk from a structural model of default
A Reyngold, K Shnyra, RM Stein - 2015 - rogermstein.com
The breadth and dynamics of the recent financial crisis have led to efforts to develop forward-looking
tools to monitor systemic risk. In this paper we propose a new measure which is an …
tools to monitor systemic risk. In this paper we propose a new measure which is an …
[PDF][PDF] The response of retail interest rates to factor forecasts of money market rates in major european economies
A Banerjee, V Bystrov, P Mizen, K Shnyra - 2010 - uni-giessen.de
The recent financial crisis has underlined that banks no longer simply accumulate deposits
and lend a fraction to their clients. Instead they use interbank markets and structured finance …
and lend a fraction to their clients. Instead they use interbank markets and structured finance …
[PDF][PDF] Validating default models when the validation data are corrupted: Analytic results and bias corrections
RM Stein - rogermstein.com
… Alex Reyngold and Ksenia Shnyra for detailed comments on earlier drafts of this paper. I
am also grateful to Lisa Goldberg, who read several early versions of this paper and provided …
am also grateful to Lisa Goldberg, who read several early versions of this paper and provided …
Wine funds: an alternative turning sour?
P Masset, JP Weisskopf - The Journal of Alternative …, 2015 - search.proquest.com
This article examines the performance, selectivity, and market-timing abilities of wine fund
managers over the 2000-2013 period. The authors hypothesize that wine fund managers …
managers over the 2000-2013 period. The authors hypothesize that wine fund managers …