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Trendafilov, Rossen [Author] ; Rengifo, Erick W. [Other]

Regime Identification in Limit Order Books

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https://ssrn.com/abstract=2183262

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[S.l.]: SSRN, [2017]
Ozsoz, Emre [Author] ; Rengifo, Erick W. [Other]

Understanding Dollarization : Causes and Impact of Partial Dollarization on Developing and Emerging Markets

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https://www.degruyter.com/isbn/9783110437027

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Berlin: De Gruyter Oldenbourg, 2016
Greatrex, Caitlin Ann [Author] ; Rengifo, Erick W. [Other]

Government Intervention and the CDS Market : A Look at the Market's Response to Policy Announcements During the 2007-2009 Financial Crisis

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https://ssrn.com/abstract=2689890

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[S.l.]: SSRN, [2015]
Keefe, Helena [Author] ; Rengifo, Erick W. [Other]

Options and Central Banks Currency Market Intervention : The Case of Colombia

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https://ssrn.com/abstract=2494821

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[S.l.]: SSRN, [2014]
Heinen, Andréas [Author] ; Rengifo, Erick W. [Other]

Multivariate Reduced Rank Regression in Non-Gaussian Contexts, Using Copulas

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[S.l.]: SSRN, [2007]
Gallagher, Michael [Author] ; Rengifo, Erick W. [Other]; Trendafilov, Rossen [Other]

Cloud Computing for MATLAB and R Users

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https://ssrn.com/abstract=3074742

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[S.l.]: SSRN, [2017]
Kutan, Ali M. [Author] ; Ozsoz, Emre [Other]; Rengifo, Erick W. [Other]

Foreign Currency Lending and Banking System Stability - New Evidence from Turkey

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https://ssrn.com/abstract=2189462

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[S.l.]: SSRN, [2012]
Salvatore, Dominick [Author] ; Rengifo, Erick W. [Other]; Ozsoz, Emre [Other]

Dollarization as an Investment Signal in Developing Countries : The Case of Croatia, Czech Republic, Peru, Slovak Republic and Turkey

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https://ssrn.com/abstract=1272092

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[S.l.]: SSRN, [2008]

Published in: Fordham University Department of Economics Discussion Paper ; No. 2008-16
Grammig, Joachim [Author] ; Heinen, Andréas [Other]; Rengifo, Erick W. [Other]

Trading Activity and Liquidity Supply in a Pure Limit Order Book Market. An Empirical Analysis Using a Multivariate Count Data Model

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https://ssrn.com/abstract=676567

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[S.l.]: SSRN, [2005]
Rengifo, Erick W. [Author] ; Court, Eduardo J. [Other]; Ozsoz, Emre [Other]

Deposit Dollarization and its Impact on Financial Deepening in the Developing World

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https://ssrn.com/abstract=1680889

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[S.l.]: SSRN, [2014]
Rengifo, Erick W. [Author] ; Trifan, Emanuela [Other]; Trendafilov, Rossen [Other]

The Individually Acceptable Loss (IAL)

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[S.l.]: SSRN, [2013]
Rengifo, Erick W. [Author] ; Trifan, Emanuela [Other]; Trendafilov, Rossen [Other]

Investors Facing Risk : Prospect Theory and Non-Expected Utility in Portfolio Selection

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[S.l.]: SSRN, [2013]
Rengifo, Erick W. [Author] ; Kutan, Ali M. [Other]; Ozsoz, Emre [Other]

Cross-Sectional Determinants of Bank Performance under Deposit Dollarization

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[S.l.]: SSRN, [2011]
Rengifo, Erick W. [Author] ; Trifan, Emanuela [Other]

How Investors Face Financial Risk : Loss Aversion and Wealth Allocation

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[S.l.]: SSRN, [2012]
Rengifo, Erick W. [Author] ; Trifan, Emanuela [Other]

How Investors Face Financial Risk Loss Aversion and Wealth Allocation

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[S.l.]: SSRN, [2008]

Published in: Fordham University Department of Economics Discussion Paper ; No. 2008-01
Rengifo, Erick W. [Author] ; Trifan, Emanuela [Other]

The Individually Acceptable Loss (IAL)

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[S.l.]: SSRN, [2007]
Rengifo, Erick W. [Author] ; Trifan, Emanuela [Other]

Investors Facing Risk II : Loss Aversion and Wealth Allocation When Utility is Derived from Consumption and Narrowly Framed Financial Investments

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https://ssrn.com/abstract=964669

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[S.l.]: SSRN, [2007]
Rengifo, Erick W. [Author] ; Trifan, Emanuela [Other]

Investors Facing Risk : Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets

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https://ssrn.com/abstract=964674

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[S.l.]: SSRN, [2007]
Rengifo, Erick W. [Author] ; Rombouts, J. V. K. [Other]

Dynamic Optimal Portfolio Selection in a VAR Framework

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https://ssrn.com/abstract=882795

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[S.l.]: SSRN, [2006]

Published in: CORE Discussion Paper ; No. 2004/57
Ozsoz, Emre [Author] ; Rengifo, Erick W. [Other]; Akinkunmi, Mustapha A. [Other]

What Determines Return Risks for Bank Equities in Turkey?

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https://ssrn.com/abstract=2321292

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[S.l.]: SSRN, [2013]

Published in: Fordham University Economics Department Discussion Paper Series, 2013

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