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47258 results
  • Time Variation in Macro-Financial Linkages Eickmeier S., Marcellino M., Prieto E.

    cepr.org cepr.org
  • Identifying the Valuation Effects and Agency Costs of Corporate Diversification: Evidence from the Geographic Diversification of U.S. Banks Götz M., Laeven L., Levine R.

    doi.org doi.org
  • Pricing the Term Structure with Linear Regressions Adrian T., Crump R. K., Moench E.

  • Dynamic Hierarchical Factor Models Moench E., Ng S., Potter S.

  • Systemic Risk Contributions: A Credit Portfolio Approach Düllmann K., Puzanova N.

    doi.org doi.org
  • A network model of financial system resilience Anand K., Gai P., Kapadia S., Wilison M., Brennan S.

    doi.org doi.org
  • Do Female Mayors make a Difference? Evidence from Bavaria Schild C.-J.

    econpapers.repec.org econpapers.repec.org
  • Bayesian estimation of sparse dynamic factor models with order-independent identification Kaufmann S., Schumacher C.

    ideas.repec.org ideas.repec.org
  • Households’ financial portfolio choices: a comparison between France and Germany (1978-2009) Avouyi Dovi S., Borgy V., Pfister C., Scharnagl M., Sedillot F.

  • Einige Anmerkungen zum Wesen der Deflation aus Sicht der Finanzstabilität Bleich D., Bleich T., Fendel R.