Research Abstracts and Citations Search Results
| Title | Author(s) | Publication Information | |
|---|---|---|---|
| "Prudential Bank Regulation: What's Broke and How to Fix It" |
Reacting to the Spending Spree: Policy Change We Can Afford, 2009 Type: Chapter |
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| "Particle Filtering" |
Handbook of Financial Time Series, 2009 Type: Chapter |
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| "Remarks on Systemic Risk and the International Lender of Last Resort" |
Globalization and Systemic Risk, 2009 Type: Chapter |
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| "Fundamentals, Panics, and Bank Distress During the Depression" |
Financial Crises, 2008 Type: Chapter |
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| "The Subprime Turmoil: What's Old, What's New, and What's Next" |
Maintaining Stability in a Changing Financial System, 2008 Type: Chapter |
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| "U.S. House Price Dynamics and Behavioral Economics" |
Policymaking Insights on Behavioral Economics, 2007 Type: Chapter |
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| "Arbitrage Pricing Theory" |
New Palgrave Dictionary of Economics, 2005 Type: Chapter |
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| "Derivatives and Systemic Risk: What Role Can the Bankruptcy Code Play?" |
Systemic Financial Crises: Resolving Large Bank Insolvencies, 2005 Type: Chapter |
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| "Exact Simulation of Option Greeks Under Stochastic Volatility and Jump Diffusion Models" |
Proceedings of the 2004 Winter Simulation Conference, 2004 Type: Chapter |
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| "The Regulation of Hedge Funds: Financial Stability and Investor Protection" |
Hedge Funds: Risks and Regulation, 2004 Type: Chapter |