Discussion paper DP17512 Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions Andrea Carriero Todd Clark Massimiliano Marcellino 28 Jul 2022 Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP15109 Modeling and Forecasting Macroeconomic Downside Risk Davide Delle Monache Andrea De Polis Ivan Petrella 17 Feb 2022 Monetary Economics and Fluctuations E32 E44 C53
Discussion paper DP16496 Nowcasting Tail Risk to Economic Activity at a Weekly Frequency Massimiliano Marcellino Todd Clark Andrea Carriero 31 Aug 2021 Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP14322 Financial Variables as Predictors of Real Growth Vulnerability Lucrezia Reichlin Giovanni Ricco Thomas Hasenzagl 16 Jan 2020 Monetary Economics and Fluctuations E32 E44 C32 C53
Discussion paper DP10706 Asymmetries and Portfolio Choice Magnus Dahlquist 12 Jul 2015 Financial Economics G11
Discussion paper DP10639 Downside Risk Timing by Mutual Funds Andrei Simonov Andriy Bodnaruk 31 May 2015 Financial Economics G10 G11
Discussion paper DP9484 Conditional Risk Premia in Currency Markets and Other Asset Classes Martin Lettau Matteo Maggiori Michael Weber 26 May 2013 Financial Economics International Macroeconomics F31 F34 G11 G15
Discussion paper DP3172 Increased Correlation in Bear markets: A Downside Risk Perspective Paul Kofman Kees Koedijk Rachel Campbell 20 Jan 2002 Financial Economics G11 G15