dc.date.accessioned | 2021-09-24T11:58:43Z | |
dc.date.available | 2021-09-24T11:58:43Z | |
dc.identifier.uri | https://fif.hebis.de/xmlui/handle/123456789/1517 | |
dc.description.abstract | The Volatility Laboratory (V-Lab) provides real time measurement, modeling and forecasting of financial volatility and correlations for a wide spectrum of assets. V-Lab blends together both classic models as well as some of the latest advances proposed in the financial econometrics literature. The aim of the project is to provide real time evidence on market dynamics for both researchers and practitioners. | |
dc.rights | Attribution-ShareAlike 4.0 International | |
dc.rights.uri | http://creativecommons.org/licenses/by-sa/4.0/ | |
dc.subject | Corporate Finance | |
dc.title | VLAB | |
dc.type | Research Data | |
dcterms.isReferencedBy | https://fif.hebis.de/xmlui/handle/123456789/2202?On the Impact of Leveraged Buyouts on Bank Systemic Risk | |
dc.source.filename | VLAB.csv | |
dc.subject.keywords | leveraged buyouts | |
dc.subject.keywords | syndicated loans | |
dc.subject.keywords | systemic risk | |
dc.subject.jel | G21 | |
dc.subject.jel | G23 | |
dc.subject.jel | G28 | |
dc.subject.topic1 | analyze | |
dc.subject.topic1 | nonZero | |
dc.subject.topic1 | recession | |
dc.subject.topic2 | lend | |
dc.subject.topic2 | variable | |
dc.subject.topic2 | ivashina | |
dc.subject.topic3 | shock | |
dc.subject.topic3 | foreign | |
dc.subject.topic3 | lpc | |
dc.subject.topic1name | Stability and Regulation | |
dc.subject.topic2name | Corporate Finance | |
dc.subject.topic3name | Systematic Risk | |
dc.identifier.url | https://vlab.stern.nyu.edu/analysis/RISK.WORLDFIN-MR.GMES | |