Comparing tail risk and systemic risk profiles for different types of U.S. financial institutions
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Extreme events in finance: a handbook of extreme value theory and its applications / Longin, F. [edit.]-p. 357-390
Predicting exchange rate cycles utilizing risk factors
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Journal of empirical finance - ISSN 0927-5398-34 (2015) p. 112-130
Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis
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Journal of international money and finance - ISSN 0261-5606-58 (2015) p. 191-223
Inflation protection from home ownership : long run evidence, 1814-2008
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Real estate economics - ISSN 1080-8620-42:3 (2014) p. 662-689
Long-term asset tail risks in developed and emerging markets
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Journal of banking and finance - ISSN 0378-4266-37:6 (2013) p. 1832-1844