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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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Treasury yields and corporate bond yield spreads : an empirical analysis
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000939506
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Regulatory competition and the efficiency of alternative derivative product margining systems
Kupiec, Paul H.; White, Alice Patricia - 1996
Persistent link: https://www.econbiz.de/10000938636
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Fitting the term structure of interest rates with smoothing splines
Fisher, Mark; Nychka, Douglas W.; Zervos, David - 1995
Persistent link: https://www.econbiz.de/10000923674
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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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The simple microanalytics of payments system risk
Gelfand, M. David; Lindsey, David Earl - 1989
Persistent link: https://www.econbiz.de/10000946071
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Estimating the price of default risk
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000946480
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Recent developments in bootstrapping time series
Berkowitz, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000952874
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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