3 treff

Estimating bilateral exposures in the German interbank market : is there a danger of contagion?
Christian Upper, Andreas Worms
Bok Engelsk 2002
Tail wags dog? : time-varying information shares in the bund market
Christian Upper, Thomas Werner
Bok Engelsk 2002
Time variation in the tail behaviour of bund futures returns
Thomas Werner, Christian Upper
Bok Engelsk 2002