Economic impact of | | port activity - the case of Antwerp, by F. Coppens, F. Lagneaux, H. Meersman, N. Sellekaerts, E. Van de Voorde, G. van Gastel, Th. Vanelslander, A. Verhetsel (National Bank of Belgium Working Papers 110) | Abstract
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| Economic importance of the Belgian ports: Flemish maritime ports, Liège | | port complex and the port of Brussels - Report 2006, by Saskia Vennix (National Bank of Belgium Working Papers 134) | Abstract
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| Economic importance of the Belgian ports: Flemish maritime ports and Liège | | port complex - report 2005, by Frédéric Lagneaux (National Bank of Belgium Working Papers 115) | Abstract
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| Economic importance of the Belgian ports: Flemish maritime ports, Liège port complex and the | | port of Brussels - Report 2006, by Saskia Vennix (National Bank of Belgium Working Papers 134) | Abstract
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Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan | | Portfolio , by Ivan Baboucek and Martin Jancar (Czech National Bank Working papers 2005/01) | Abstract
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| Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan | | Portfolio , by Alexis Derviz, Narcisa Kadlcáková, Lucie Kobzová (Czech National Bank Working papers 2003/09) | Abstract
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| Investment Principles and Practices of the Federal Reserve's Domestic Securities | | Portfolio , by Jerry H. Tempelman (New York Fed Staff reports 313) | Abstract
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| Dynamic Strategies, Asset Pricing Models, and the Out-of-Sample Performance of the Tangency | | Portfolio , by Cesare Robotti (Atlanta Fed Working papers 2003-6) | Abstract
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| Empirical Analysis of Precautionary | | Portfolio Allocation, by Kyeongwon Yoo (The Bank of Korea Economic Papers 55) | Abstract
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| Nominal Mortgage Contracts and the Effects of Inflation on | | Portfolio Allocation, by Joseph B. Nichols (Federal Reserve Board FEDS series 2007-67) | Abstract
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| Optimal | | Portfolio Allocation Under Higher Moments, by Eric Jondeau and Michael Rockinger (Bank of France Working Papers Nr 108) | Abstract
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| Euro area money demand and international | | portfolio allocation: a contribution to assessing risks to price stability, by Roberto A. De Santis (European Central Bank Working papers 926) | Full text |
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| Implications of Asymmetry Risk for | | Portfolio Analysis and Asset Pricing, by Fousseni Chabi-Yo, Dietmar Leisen, and Eric Renault (Bank of Canada Working papers 2007-47) | Abstract
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| | | Portfolio and financing adjustments for U.S.Banks: some empirical evidence, by Robert Krainer (Bank of France Working Papers Nr 217) | Abstract
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| Optimal life cycle investment with pay-as-you-go pension schemes: a | | portfolio approach, by Willem Heeringa (Netherlands Bank DNB Working Papers 168) | Full text |
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| Evaluating State Tax Revenue Variability: A | | Portfolio Approach, by Thomas A. Garrett (St Louis Fed Working Papers 2006-008) | Full text |
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| Capital Controls: Myth and Reality, A | | Portfolio Balance Approach to Capital Controls, by Magud, Reinhart, Rogoff (San Francisco Fed Working Papers 2007-31) | Full text |
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| A Short-Term Model of the Fed's | | Portfolio Choice, by Dean Croushore (Philadelphia Fed Working Papers wp03-08) | Full text |
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| Stock Market Participation, | | Portfolio Choice and Pensions over the Life-Cycle, by Steffan G. Ball (Federal Reserve Board FEDS series 2008-64) | Abstract
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| Financial integration, international | | portfolio choice and the European Monetary Union, by Roberto A. De Santis and Bruno Gérard (European Central Bank Working papers 626) | Full text |
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| Modelling Household's Savings and Dwellings Investment - a | | Portfolio Choice Approach, by Gábor Vadas (Magyar Nemzeti Bank Working papers 2003/06) | Abstract
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| | | Portfolio Choice in Tax-Deferred and Roth-Type Savings Accounts, by Richard Johnson (Kansas City Fed Working Papers RWP03-08) | Abstract
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| | | Portfolio Choice over the Life-Cycle when the Stock and Labor Markets are Cointegrated, by Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein (Chicago Fed Working papers WP-2007-11) | Abstract
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| Optimal | | Portfolio Choice under Regime Switching, Skew and Kurtosis Preferences, by Massimo Guidolin (St Louis Fed Working Papers 2005-006) | Full text |
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| | | Portfolio choice when managers control returns, by Julien Egil Matsen (Central Bank of Norway Working Papers 2005/15) | Full text |
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| Does Health Affect | | Portfolio Choice?, by Paul Smith and David Love (Federal Reserve Board FEDS series 2007-45) | Abstract
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| Housing, | | Portfolio Choice, and the Macroeconomy, by Pedro Silos (Atlanta Fed Working papers 2005-21) | Abstract
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| Consumption, Debt and | | Portfolio Choice: Testing the Effect of Bankruptcy Law, by Andreas Lehnert and Dean M. Maki (Federal Reserve Board FEDS series 2002-14) | Abstract
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| Federal Home Loan Bank Advances and Commercial Bank | | Portfolio Composition, by W. Scott Frame, Diana Hancock, Wayne Passmore (Federal Reserve Board FEDS series 2007-31) | Abstract
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| Federal Home Loan Bank Advances and Commercial Bank | | Portfolio Composition, by W. Scott Frame, Diana Hancock, and Wayne Passmore (Atlanta Fed Working papers 2007-17) | Abstract
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| Modelling and calibration errors in measures of | | portfolio credit risk, by Nikola A. Tarashev and Haibin Zhu (Bank for International Settlements Working papers 230) | Abstract
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| The pricing of | | portfolio credit risk, by Nikola A. Tarashev and Haibin Zhu (Bank for International Settlements Working papers 214) | Abstract
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| The use of | | portfolio credit risk models in central banks, by Task Force of the Market Operations Committee of the ESCB (European Central Bank Occasional papers 64) | Full text |
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| Is Firm Interdependence within Industries Important for | | Portfolio Credit Risk?, by Kenneth Carling , Lars Rönnegård and Kasper Roszbach (Sveriges Riksbank Working Papers No168) | Abstract
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| Specification and Calibration Errors in Measures of | | Portfolio Credit Risk: The Case of the ASRF Model, by by Nikola Tarashev and Haibin Zhu (IJCB International Journal of Central Banking 08q2a4) | Abstract
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| Risk Overhang and Loan | | Portfolio Decisions, by Robert DeYoung, Anne Gron, Andrew Winton (Chicago Fed Working papers WP-2005-04) | Abstract
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| Asymmetric Information and the Lack of International | | Portfolio Diversification, by Juan Carlos Hatchondo (Richmond Fed Working Papers 05-07) | Abstract
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| Assessing the benefits of international | | portfolio diversification in bonds and stocks., by Roberto A. De Santis and Lucio Sarno (European Central Bank Working papers 883) | Full text |
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| Equity | | Portfolio Diversification under Time-Varying Predictability and Comovements: Evidence from Ireland, the US, and the UK, by Massimo Guidolin, and Stuart Hyde (St Louis Fed Working Papers 2008-005) | Full text |
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| International | | Portfolio Diversification: The Role of Risk and Return, by César Calderón, Norman Loayza, Luis Servén (Central Bank of Chile Working Papers 094) | Abstract
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| | | Portfolio effects and efficiency of lending under Basel II, by Esa Jokivuolle – Timo Vesala (Bank of Finland Discussion Papers 2007/13) | Abstract
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| The geography of international | | portfolio flows, international CAPM and the role of monetary policy frameworks, by Roberto A. De Santis (European Central Bank Working papers 678) | Full text |
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| On the determinants of external imbalances and net international | | portfolio flows: a global perspective, by Roberto A. De Santis and Melanie Lührmann (European Central Bank Working papers 651) | Full text |
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| The Random Walk Hypothesis and the Behavior of Foreign Capital | | Portfolio Flows: the Brazilian Stock Market Case, by Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 058) | Abstract
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| Who Tames the Celtic Tiger? | | Portfolio Implications from a Multivariate Markov Switching Model, by Massimo Guidolin, and Stuart Hyde (St Louis Fed Working Papers 2006-029) | Full text |
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| Outward | | Portfolio Investment From Mainland China: How Much Do We Expect And How Large a Share Can Hong Kong Expect to Capture?, by Lillian Cheung, Kevin Chow, Jian Chang and Unias Li (Hong Kong Monetary Authority Working Papers RM2006-13) | Full text |
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| Foreign | | Portfolio Investment, Foreign Bank Lending, and Economic Growth, by J. Benson Durham (Federal Reserve Board International Financial Discussion Papers 2003-757) | Abstract
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| Do international | | portfolio investors follow firms' foreign investment decisions?, by Roberto A. De Santis and Paul Ehling (European Central Bank Working papers 815) | Full text |
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| Non-Parametric Estimation of Conditional and Unconditional Loan | | Portfolio Loss Distributions with Public Credit Registry Data, by Matías Gutiérrez Girault (Central Bank of Argentina Working Papers 2007/20T) | Full text |
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| Delegated | | Portfolio Management, by Paulo Coutinho and Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 060) | Abstract
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| Delegated | | portfolio management: a survey of the theoretical literature, by Livio Stracca (European Central Bank Working papers 520) | Full text |
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| Incorporating prediction and estimation risk in point-in-time credit | | portfolio models, by Alfred Hamerle, Michael Knapp, Thilo Liebig, Nicole Wildenauer (Deutsche Bundesbank Banking Supervision Discussion Papers 200513) | Full text |
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| Stress Testing the Corporate Loans | | Portfolio of the Canadian Banking Sector, by Miroslav Misina, David Tessier, and Shubhasis Dey (Bank of Canada Working papers 2006-47) | Abstract
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| Bank diversification and its impact on | | portfolio quality in Argentina, by Alejandra Anastasi, Ricardo Bebczuk, Pedro Elosegui, Máximo Sangiácomo (Central Bank of Argentina Working Papers 2008/36) | Full text |
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| The Distribution of Liquidity in a Monetary Union with Different | | Portfolio Rigidities, by Nuno Alves (Bank of Portugal Working papers 2003-06) | Abstract
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| Exchange rate dynamics in economies with | | portfolio rigidities ., by Beatriz de-Blas-Pérez (Bank of Spain Working Papers 0532) | Abstract
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| The impact of downward rating momentum on credit | | portfolio risk, by André Güttler, Peter Raupach (Deutsche Bundesbank Banking Supervision Discussion Papers 200816) | Full text |
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| Forecasting Credit | | Portfolio Risk, by Alfred Hamerle, Thilo Liebig, Harald Scheule (Deutsche Bundesbank Banking Supervision Discussion Papers 200401) | Full text |
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| Nested Simulation in | | Portfolio Risk Measurement, by Michael B. Gordy and Sandeep Juneja (Federal Reserve Board FEDS series 2008-21) | Abstract
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| Modelling dynamic | | portfolio risk using risk drivers of elliptical processes, by Rafael Schmidt, Christian Schmieder (Deutsche Bundesbank Banking Supervision Discussion Papers 200707) | Full text |
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| The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to | | Portfolio Selection with Higher-Order Moments, by Fousseni Chabi-Yo, René Garcia, and Eric Renault (Bank of Canada Working papers 2005-02) | Abstract
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| On | | Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk, by Fousseni Chabi-Yo, Eric Ghysels, and Eric Renault (Bank of Canada Working papers 2008-16) | Abstract
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| Contagion and | | portfolio shift in emerging countries' sovereign bonds, by Antonio Díez de los Ríos and Alicia García Herrero (Bank of Spain Working Papers 0317) | Abstract
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| An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a | | portfolio simulation approach applied to brazilian banks, by Theodore M. Barnhill, Marcos R. Souto and Benjamin M. Tabak (Central Bank of Brazil Working Papers 117) | Abstract
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| A | | Portfolio View of Consumer Credit, by David K. Musto and Nicholas Souleles (Philadelphia Fed Working Papers wp05-25) | Full text |
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| Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan | | Portfolios , by Evelyn Hayden, Daniel Porath and Natalja von Westernhagen (Austrian National Bank Working Papers WP110) | Abstract
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| Well Diversified Efficient | | Portfolios , by Alejandro Corvalán (Central Bank of Chile Working Papers 336) | Abstract
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| Country | | portfolios , by Aart Kraay, Norman Loayza, Luis Servén, Jaume Ventura (Central Bank of Chile Working Papers 091) | Abstract
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| Stress testing of real credit | | portfolios , by Ferdinand Mager, Christian Schmieder (Deutsche Bundesbank Banking Supervision Discussion Papers 200817) | Full text |
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| Does diversification improve the performance of German banks? Evidence from individual bank loan | | portfolios , by Evelyn Hayden, Daniel Porath, Natalja von Westernhagen (Deutsche Bundesbank Banking Supervision Discussion Papers 200605) | Full text |
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| Do banks diversify loan portfolios? A tentative answer based on individual bank loan | | portfolios , by Andreas Kamp, Andreas Pfingsten, Daniel Porath (Deutsche Bundesbank Banking Supervision Discussion Papers 200503) | Full text |
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| Sparse and stable Markowitz | | portfolios , by Joshua Brodie, Ingrid Daubechies, Christine De Mol (European Central Bank Working papers 936) | Full text |
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| Risk sharing, finance and institutions in international | | portfolios , by Marcel Fratzscher and Jean Imbs (European Central Bank Working papers 826) | Full text |
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| Cross-border diversification in bank asset | | portfolios , by Claudia M. Buch (European Central Bank Working papers 429) | Full text |
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| Cross-Border Diversification in Bank Asset | | Portfolios , by Claudia M. Buch, John C. Driscoll and Charlotte Østergaard (Central Bank of Norway Working Papers 2004/11) | Full text |
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| An assessment of basel II procyclicality in mortgage | | portfolios , by Jesús Saurina and Carlos Trucharte (Bank of Spain Working Papers 0712) | Abstract
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| Should banks be diversified? Evidence from individual bank loan | | portfolios , by Viral V Acharya, Iftekhar Hasan and Anthony Saunders (Bank for International Settlements Working papers 118) | Abstract
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| Cross-Border Diversification in Bank Asset | | Portfolios , by Claudia M. Buch, John C. Driscoll, and Charlotte Ostergaard (Federal Reserve Board FEDS series 2004-26) | Abstract
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| The Performance of International | | Portfolios , by Charles P. Thomas; Francis E. Warnock; Jon Wongswan (Federal Reserve Board International Financial Discussion Papers 2004-817) | Abstract
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| Diversification, Original Sin, and International Bond | | Portfolios , by John D. Burger; Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 2003-755) | Abstract
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| Sector Concentration in Loan | | Portfolios and Economic Capital, by Klaus Düllmann, Nancy Masschelein (National Bank of Belgium Working Papers 105) | Abstract
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| Sector concentration in loan | | portfolios and economic capital, by Klaus Düllmann, Nancy Masschelein (Deutsche Bundesbank Banking Supervision Discussion Papers 200609) | Full text |
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| Global bond | | portfolios and EMU, by Philip R. Lane (European Central Bank Working papers 553) | Full text |
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| Global Bond | | Portfolios and EMU, by by Philip R. Lane (IJCB International Journal of Central Banking 06q2a1) | Abstract
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| Managing Adverse Dependence for | | Portfolios of Collateral in Financial Infrastructures, by Alejandro García and Ramazan Gençay (Bank of Canada Working papers 2007-25) | Abstract
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| Diversification and the banks' risk-return-characteristics - evidence from loan | | portfolios of German banks, by Andreas Behr, Andreas Kamp, Christoph Memmel, Andreas Pfingsten (Deutsche Bundesbank Banking Supervision Discussion Papers 200705) | Full text |
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| Managing International | | Portfolios with Small Capitalization Stocks, by Massimo Guidolin, and Giovanna Nicodano (St Louis Fed Working Papers 2007-030) | Full text |
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| Do banks diversify loan | | portfolios? A tentative answer based on individual bank loan portfolios, by Andreas Kamp, Andreas Pfingsten, Daniel Porath (Deutsche Bundesbank Banking Supervision Discussion Papers 200503) | Full text |
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| Inflation, Nominal | | Portfolios, and Wealth Redistribution in Canada, by Césaire A. Meh and Yaz Terajima (Bank of Canada Working papers 2008-19) | Abstract
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| International | | portfolios, capital accumulation and foreign assets dynamics, by Nicolas Coeurdacier, Robert Kollmann, Philippe Martin (Deutsche Bundesbank Discussion Papers 200819) | Full text |
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| Mimicking | | Portfolios, Economic Risk Premia, and Tests of Multi-beta Models, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2005-04) | Abstract
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| U.S. Investors' Emerging Market Equity | | Portfolios: A Security-Level Analysis, by Hali J. Edison; Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 2003-771) | Abstract
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| Precautionary Savings Motives and Tax Efficiency of Household | | Portfolios: An Empirical Analysis, by Gene Amromin (Federal Reserve Board FEDS series 2005-1) | Abstract
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| Small Caps in International Equity | | Portfolios: The Effects of Variance Risk, by Massimo Guidolin, and Giovanna Nicodano (St Louis Fed Working Papers 2005-075) | Full text |
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| Stocks in the Household | | Portfolio: A Look Back at the 1990s, by Joseph Tracy and Henry Schneider (New York Fed Current issues ci07-04) | Abstract
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| The supervisor's | | portfolio: The market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation, by Christoph Memmel, Carsten Wehn (Deutsche Bundesbank Banking Supervision Discussion Papers 200502) | Full text |
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| Housing and the Household Wealth | | Portfolio: The Role of Location, by Marion Kohler and Kylie Smith (Reserve Bank of Australia Research Discussion Papers RDP2005-10) | Abstract
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