( en | de | ru )

 

Disambiguation of "Lucas, André"

Author of the publication

copydeleteadd this publication to your clipboard
Empirical credit cycles and capital buffer formation

, , and . Journal of Banking & Finance, 29 (12): 3159--3179 (December 2005)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

André Lucas

Torsten André Lucas

Ernst-Christian André

Helmut André

Achim André

 

Other publications of authors with the same name

Schätzung und Spezifikation ökonometrischer neuronaler Netze. Reihe: quantitative Ökonomie Eul, Lohmar u.a., 1. Aufl edition, (2003)Significant Variables for Digitalization and Financial Business Outcome: Impact of Climate, COVID; Profile of Firm, Innovation and Digitalization, Investment Activity and Other Company Variables in Western Europe., and . IMMS, page 312-323. ACM, (2022)Empirical credit cycles and capital buffer formation, , and . Journal of Banking & Finance, 29 (12): 3159--3179 (December 2005)Positivity conditions for stochastic state space modelling of time series, , and . Econometric Reviews, 11 (3): 379--396 (1992)Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods. Econometric Reviews, 17 (2): 185--214 (1998)SETS, arbitrage activity, and stock price dynamics, , , and . Journal of Banking & Finance, 24 (8): 1289--1306 (August 2000)Tail behaviour of credit loss distributions for general latent factor models, , , and . Applied Mathematical Finance, 10 (4): 337--357 (2003)Discrete versus continuous state switching models for portfolio credit risk, and . Journal of Banking & Finance, 30 (1): 23--35 (January 2006)A note on the relationship between GARCH and symmetric stable processes, , and . Journal of Empirical Finance, 2 (3): 253--264 (September 1995)Stock selection, style rotation, and risk, , and . Journal of Empirical Finance, 9 (1): 1--34 (January 2002)