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G10-1 (1899) GENERAL FINANCIAL MARKETS
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Chair:
Alberto Franco Pozzolo,
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Bruce D. Niendorf and Kristine L. Beck, ,
Short- and Long-Term Volatility and Closed-End Fund Discounts
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Joseph McCarthy and Hsi Li, , Coleen Pantalone, ,
Investigating Long Memory in Yield Spreads
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Petr Gapko, ,
Credit Risk Measure with Lévy Underlying Process
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Fiammetta Rossetti, ,
The Effects of a Crisis on Foreign and Domestic Banks
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Jozef Barunik and Lukas Vacha, ,
Performance of Smart Traders in the Heterogeneous Agent Model
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Julio A. Afonso Rodriguez, ,
Estimation of Parameters of Regular Variation for the Distribution of GARCH(1,1)
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Discussants:
Alberto Franco Pozzolo, and Alexandros Gabrielsen,
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See more of General Submissions
See more of The 67th International Atlantic Economic Conference