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G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
Citations 1-10 of 15 total displayed.
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Most recent content
(1 Apr 2008):
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- Articles
Time-Varying Arrival Rates of Informed and Uninformed Trades
- David Easley, Robert F. Engle, Maureen O'Hara, and Liuren Wu
J. Financial Econometrics 2008; 6: 171-207.
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Past content
(since Sep 2003):
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- Articles
Affine Models for Credit Risk Analysis
- C. Gourieroux, A. Monfort, and V. Polimenis
J. Financial Econometrics 2006; 4: 494-530.
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Value-at-Risk Prediction: A Comparison of Alternative Strategies
- Keith Kuester, Stefan Mittnik, and Marc S. Paolella
J. Financial Econometrics 2006; 4: 53-89.
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Stochastic Migration Models with Application to Corporate Risk
- Patrick Gagliardini and Christian Gouriéroux
J. Financial Econometrics 2005; 3: 188-226.
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Nonparametric Inference of Value-at-Risk for Dependent Financial Returns
- Song Xi Chen and Cheng Yong Tang
J. Financial Econometrics 2005; 3: 227-255.
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The Present and Future of Financial Risk Management
- Carol Alexander
J. Financial Econometrics 2005; 3: 3-25.
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New Directions in Risk Management
- John Drzik
J. Financial Econometrics 2005; 3: 26-36.
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Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk
- Eric Jacquier, Alex Kane, and Alan J. Marcus
J. Financial Econometrics 2005; 3: 37-55.
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Default Risk, Asset Pricing, and Debt Control
- Lars Grüne and Willi Semmler
J. Financial Econometrics 2005; 3: 79-106.
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Evaluating Interest Rate Covariance Models Within a Value-at-Risk Framework
- Miguel A. Ferreira and Jose A. Lopez
J. Financial Econometrics 2005; 3: 126-168.
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