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Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg - 1997
Persistent link: https://www.econbiz.de/10000962036
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Stock market fluctuations and the term structure
Zhou, Chunsheng - 1996
Persistent link: https://www.econbiz.de/10000930617
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Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng - 1996
Persistent link: https://www.econbiz.de/10000931475
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Estimating the price of default risk
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000946480
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The importance of market psychology in the determination of stock market volatility
Duffee, Greg - 1990
Persistent link: https://www.econbiz.de/10000929486
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Treasury yields and corporate bond yield spreads : an empirical analysis
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000939506