Thomas Breuer
Economics and Econometrics · 2012–2013
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it
- Finance — 12 citations into it
Whom Thomas Breuer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Thomas Breuer overall
Papers from Thomas Breuer's perspective
Ordered by how strongly the researchers Thomas Breuer trusts endorse each paper. Same corpus, a different order for every researcher.
- Capital adequacy regulation and financial conglomerates
- The Pricing of Options and Corporate Liabilities
- Extreme Correlation of International Equity Markets
- Procyclicality of the financial system and financial stability: issues and policy options
- Systemic Risk: A Survey (Social Science Research Network)
- Deciphering the Liquidity and Credit Crunch 2007-08
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Making and Evaluating Point Forecasts
- Risk Management: Value at Risk and Beyond
Their papers
- Systematic stress tests with entropic plausibility constraints (2013) — 94 citations
- A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk (2012) — 76 citations