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~institution:"Erasmus Research Institute of Management"
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An empirical comparison of default swap pricing models
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658554
Saved in:
2
Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709763
Saved in:
3
Macro factors and the term structure of interest rates
Dewachter, Hans
(
contributor
);
Lyrio, Marco
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772014
Saved in:
4
Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
Saved in:
5
A range-based multivariate model for exchange rate volatility
Tims, Ben
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
Saved in:
6
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
Saved in:
7
Asset prices and omitted moments : a stochastic dominance analysis of market efficiency
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001774061
Saved in:
8
A stochastic dominance approach to spanning
Post, Thierry
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641675
Saved in:
9
Testing for third-order stochastic dominance with diversification possibilities
Post, Thierry
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641680
Saved in:
10
Downside risk and asset pricing
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
Saved in:
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