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Year of Publication
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Author(s)
2004
Estimating probabilities of default
Schuermann, Til
;
Hanson, Samuel Gregory
2007
Hedge funds, financial intermediation, and systemic risk
Kambhu, John
;
Schuermann, Til
;
Stiroh, Kevin J.
2008
Understanding the securitization of subprime mortgage credit
Ashcraft, Adam B.
;
Schuermann, Til
2006
Visible and hidden risk factors for banks
Schuermann, Til
;
Stiroh, Kevin J.
2008
Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
;
Schuermann, Til
;
Smith, L. Vanessa
2011
Robust capital regulation
Acharya, Viral
;
Mehran, Hamid
;
Schuermann, Til
;
Thakor, Anjan
2009
Macroprudential supervision of financial institutions: Lessons from the SCAP
Hirtle, Beverly
;
Schuermann, Til
;
Stiroh, Kevin
2004
A general approach to integrated risk management with skewed, fat-tailed risks
Rosenberg, Joshua V.
;
Schuermann, Til
Author
2
Stiroh, Kevin J.
1
Acharya, Viral
1
Ashcraft, Adam B.
1
Hanson, Samuel Gregory
1
Hirtle, Beverly
1
Kambhu, John
1
Mehran, Hamid
1
Pesaran, M. Hashem
1
Rosenberg, Joshua V.
1
Smith, L. Vanessa
.
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