Methods to determine capital requirements for options von P.J.G. VLAAR

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Value at risk models for Dutch bond portfolios von Vlaar, Peter J.G.

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GDP growth and currency valuation: The case of the dollar von Vlaar, Peter J.G.

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Shocking the eurozone von Vlaar, Peter J.G.

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Innovations in testing the stability of risk measures over time and across models von Vlaar, Peter J.G

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Risk management in the global economy: measurement, management, and macroeconomic implications von Hunter, W C, Smith, S D, Breuer, P, Adam, T R, Rogers, D A, MacMinn, R D, Dietsch, M, Petey, J, Lehar, A, Scheicher, M, Schittenkopf, C, Barnhill, Jr., T.M., Maxwell, W F, Vlaar, P.J.G., Bliss, R R, Panigirtzoglou, N, Lando, D, Skødeberg, T M, Bangia, A, Diebold, F X, Kronimus, A, Schagen, C, Schuermann, T, Bryant, John, Amable, Bruno, Chatelain, Jean-Bernard, Bandt, Olivier De, Chui, Michael, Gai, Prasanna, Haldane, Andrew G, Marshall, David A, Cummins, J David, Doherty, Neil, Lo, Anita, Niehaus, Greg, Grande, Giuseppe, Ventura, Luigi

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Inflation differentials and excess returns in the European Monetary System von Vlaar, P.J.G., Palm, F.C.

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International convergence of capital market interest rates von Fase, M M G, Vlaar, P J G

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