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Madan, Dilip B.
9
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8
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6
Goodhart, Charles A. E.
6
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5
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Symposium on Financial Stability: Theory and Applications <2006>
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Annals of finance
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ECONIS (ZBW)
363
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A new approach to the rational expectations equilibrium : existence, optimality and incentive compatibility
Castro, Luciano I. de
;
Pesce, Marialaura
;
Yannelis, …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 1-61
Persistent link: https://www.econbiz.de/10012495961
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2
Maximizing expected exponential utility of consumption with a constraint on expected time in poverty
Li, Dongchen
;
Young, Virginia R.
- In:
Annals of finance
16
(
2020
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10012495962
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3
Asian options pricing in Hawkes-type jump-diffusion models
Brignone, Riccardo
;
Sgarra, Carlo
- In:
Annals of finance
16
(
2020
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012495966
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4
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
Roberts, Michael
;
SenGupta, Indranil
- In:
Annals of finance
16
(
2020
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10012495976
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5
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
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6
Deposit insurance and the coexistence of commercial and shadow banks
LeRoy, Stephen F.
;
Singhania, Rish
- In:
Annals of finance
16
(
2020
)
2
,
pp. 159-194
Persistent link: https://www.econbiz.de/10012495986
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7
A computable general equilibrium model for banking sector risk assessment in South Africa
Beyers, Conrad F. J.
;
De Freitas, Allan
;
Essel-Mensah, …
- In:
Annals of finance
16
(
2020
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10012495988
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8
Transparency and market discipline : evidence from the Russian interbank market
Guillemin, François
;
Semenova, Maria
- In:
Annals of finance
16
(
2020
)
2
,
pp. 219-251
Persistent link: https://www.econbiz.de/10012496332
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9
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
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10
The impact of financial crises on the environment in developing countries
Jalles, João Tovar
- In:
Annals of finance
16
(
2020
)
2
,
pp. 281-306
Persistent link: https://www.econbiz.de/10012496335
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