VLAB

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

Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International