Actions
Incoming Resources
- Conditional heteroskedasticity, realignments and the European Monetary System
- Endogenous financial structure and the transmission of ECB policy
- Fixing soft margins
- Value-at-risk and extreme returns
- On the frequency of large stock returns, putting booms and busts into perspective
- The cost of conservatism, extreme returns, value-at-risk, and the Basle "multiplication factor"
- Rigging the lobbying process, an application of the all-pay auction
- The incidence of overdissipation in rent-seeking contests
- Tail index and quantile estimation with very high frequency data
- The all-play auction with complete information
- Comparative analysis of litigation systems, an auction-thoeretic approach
- Portfolio diversification effects and regular variation in financial data
- Comparative analysis of litigation systems, an auction-theoretic approach
- A hybrid joint moment ratio test for financial time series
- An oligopoly model of free banking, theory and tests
- It takes two to tango, equilibria in amodelof sales
- Beyond the sample, extreme quantile and probability estimation
- Fiat exchange in finite economies
- Abnormal returns, risk, and options in large data sets
- An experimental examination of rational rent-seeking
- Piecemeal versus precipitous factor market integration
- Asset market linkages in crisis periods
- Comparative analysis of litigation systems
- Optimal portfolio allocation under a probabilistic risk constraint and the incentives for financial innovation
- Incentives for effective risk management
- Value-at-risk and extreme returns
- Big news in small samples
- The all-pay auction with complete information
- Generational accounting, solidarity and pension losses
- The all-pay auction with complete information
- A note on the relationship between GARCH and symmetric stable processes
- Convolutions of heavy tailed Random variables and applications to portfolio diversification and MA(1) time series
- The Forex regime and EMU expansion
- The distribution of extremal foreign exchange rate returns in extremely large data sets
- The Euro, prudent coherence?
- Operationalizing safety first portfolio selection using extreme value theory