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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
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Economics letters
Journal of economic dynamics & control
The financial review : the official publication of the Eastern Finance Association
The journal of futures markets
128
International journal of theoretical and applied finance
65
Journal of banking & finance
61
Advances in futures and options research : a research annual
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ECONIS (ZBW)
53
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1
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
2
Credit derivatives and loan yields
Azam, Nimita
;
Mamun, Abdullah al
;
Tannous, George F.
- In:
The financial review : the official publication of the …
57
(
2022
)
1
,
pp. 205-241
Persistent link: https://www.econbiz.de/10012819512
Saved in:
3
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
4
Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
Saved in:
5
An analysis of price discovery between Bitcoin futures and spot markets
Kapar, Burcu
;
Olmo, Jose
- In:
Economics letters
174
(
2019
),
pp. 62-64
Persistent link: https://www.econbiz.de/10012121020
Saved in:
6
Market power and forward prices
Ruddell, Keith
;
Downward, Anthony
;
Philpott, Andy
- In:
Economics letters
166
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10012011935
Saved in:
7
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
8
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
9
Interest rate swaps and corporate default
Jermann, Urban J.
;
Yue, Vivian Z.
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 104-120
Persistent link: https://www.econbiz.de/10011973928
Saved in:
10
Comments on "exploiting MIT shocks in heterogeneous-agent economies : the impulse response as a numerical derivative" by T. Boppart, P. Krusell and K. Mitman
Reiter, Michael
- In:
Journal of economic dynamics & control
89
(
2018
),
pp. 93-99
Persistent link: https://www.econbiz.de/10011973961
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