文章名稱引用次數

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• Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads24
• Large Dynamic Covariance Matrices21
• Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models17
• The Changing Transmission of Uncertainty Shocks in the US15
• Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution12
• Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited9
• Changing Macroeconomic Dynamics at the Zero Lower Bound9