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- simulation of macroeconomic risk with a continuum of agents: the symmetric case 2004-06-10 Paper Monte Carlo simulation of macroeconomic risk with a continuum...10 bytes (19 words) - 05:13, 12 December 2023
- Date of Publication Type Return seasonalities in government bonds and macroeconomic risk 2019-03-11 Paper...10 bytes (16 words) - 20:09, 24 September 2023
- returns 2023-07-04 Paper Return seasonalities in government bonds and macroeconomic risk 2019-03-11 Paper...10 bytes (16 words) - 20:09, 24 September 2023
- momentum crashes and hedging macroeconomic risk 2018-11-14 Paper Option-implied volatility spillover indices for FX risk factors 2018-09-20 Paper...10 bytes (16 words) - 21:43, 24 September 2023
- management 2019-03-26 Paper Return seasonalities in government bonds and macroeconomic risk 2019-03-11 Paper Modelling, forecasting and trading with a new sliding...10 bytes (16 words) - 11:51, 6 October 2023
- subjective prior beliefs 2008-07-11 Paper Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case 2008-06-17 Paper Saturation...10 bytes (16 words) - 02:31, 7 October 2023
- Publication Date of Publication Type Accounting for the sources of macroeconomic tail risks 2018-10-05 Paper Sources of variation in social networks 2014-02-18...10 bytes (16 words) - 22:24, 24 September 2023
- critical groups 2022-04-19 Paper Accounting for the sources of macroeconomic tail risks 2018-10-05 Paper A note on the velocity of granular flow down a...10 bytes (16 words) - 22:24, 24 September 2023
- fiscal DSGE model 2021-06-03 Paper Accounting for the sources of macroeconomic tail risks 2018-10-05 Paper...10 bytes (16 words) - 22:24, 24 September 2023
- equilibrium: labor market imperfections matter 2016-09-22 Paper Risk premiums and macroeconomic dynamics in a heterogeneous agent model 2010-11-05 Paper Capacity...10 bytes (18 words) - 01:26, 11 December 2023
- Paper New results for additive and multiplicative risk apportionment 2020-09-17 Paper Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially...10 bytes (17 words) - 10:36, 9 December 2023
- Publication Date of Publication Type On entrepreneurial risk-taking and the macroeconomic effects of financial constraints 2010-11-05 Paper E-stability...10 bytes (16 words) - 12:18, 12 December 2023
- counterparty default risk 2014-06-23 Paper Optimal risk transfer under quantile-based risk measurers 2014-04-15 Paper Optimal risk transfers in insurance...10 bytes (18 words) - 01:50, 11 December 2023
- vertical production and trade 2018-11-16 Paper Land-price dynamics and macroeconomic fluctuations with nonseparable preferences 2018-08-09 Paper On the concavity...10 bytes (17 words) - 18:54, 9 December 2023
- analysis in basic macroeconomic time-series models☆ 2010-06-30 Paper Computational techniques for applied econometric analysis of macroeconomic and financial...10 bytes (20 words) - 03:44, 10 December 2023
- Bayesian Network Approach 2018-04-16 Paper Spatial Risk Measures: Local Specification and Boundary Risk 2018-04-09 Paper Max-linear models on directed acyclic...10 bytes (17 words) - 23:04, 9 December 2023
- privacy preservation 2016-10-07 Paper Granger causality in risk and detection of extreme risk spillover between financial markets 2016-07-04 Paper Heterogeneity...10 bytes (18 words) - 03:44, 9 December 2023
- Intergenerational Risk Sharing, Pensions, and Endogenous Labour Supply in General Equilibrium* 2018-09-25 Paper Human capital formation and macroeconomic performance...10 bytes (18 words) - 23:26, 12 December 2023
- credit risk survival data using generalised additive models 2019-03-28 Paper Dynamic survival models with varying coefficients for credit risks. 2019-01-18...10 bytes (18 words) - 19:08, 12 December 2023
- ratings 2018-10-23 Paper A FTA-based method for risk decision-making in emergency response 2016-11-10 Paper Risk decision analysis in emergency response: a...10 bytes (17 words) - 11:01, 11 December 2023
