//-->
Systematic risk and yield premiums in the bond market
Fu, Liang, (2015)
Sovereign bond spreads and credit sensitivity
Schefer, Ricardo, (2020)
ETF risk models
Kakushadze, Zura, (2022)
Modelling information flows in financial markets
Brody, Dorje C., (2011)
Conditional density models for asset pricing
Filipović, Damir, (2012)
Information-based asset pricing
Brody, Dorje C., (2008)