Browsing All of EconStor by Author Matros, Philipp
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2011 | Non-stationary interest rate differentials and the role of monetary policy | Matros, Philipp; Weber, Enzo |
2012 | Measuring option implied degree of distress in the US financial sector using the entropy principle | Matros, Philipp; Vilsmeier, Johannes |
2012 | Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle | Matros, Philipp; Vilsmeier, Johannes |
2013 | The multivariate option iPoD framework: Assessing systemic financial risk | Matros, Philipp; Vilsmeier, Johannes |
2014 | The multivariate option iPoD framework: assessing systemic financial risk | Matros, Philipp; Vilsmeier, Johannes |