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~isPartOf:"European financial management : the journal of the European Financial Management Association"
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European financial management : the journal of the European Financial Management Association
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subject:"structure model"
(16 results)
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Liquidity risk and volatility risk in credit spread models : a unified approach
Perrakis, Stylianos
;
Zhong, Rui
- In:
European financial management : the journal of the …
23
(
2017
)
5
,
pp. 873-901
Persistent link: https://www.econbiz.de/10011865496
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2
Inferring default correlation from equity return correlation
Liu, Sheen
;
Qi, Howard
;
Shi, Jian
;
Xie, Yan Alice
- In:
European financial management : the journal of the …
21
(
2015
)
2
,
pp. 333-359
Persistent link: https://www.econbiz.de/10010516668
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