User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

Search

Displaying 7 results.
    • Journal article
    Testing macroprudential stress tests: The risk of regulatory risk weights
    Acharya, Viral Engle, Robert Pierret, Diane[UCL] (2014) Journal of Monetary Economics — Vol. 65, p. 36-53 (2014)
    • Journal article
    Multivariate volatility modeling of electricity futures
    Bauwens, Luc[UCL] Hafner, Christian[UCL] Pierret, Diane[UCL] (2013) Journal of Applied Econometrics — Vol. 28, no.5, p. 743-761 (2013)