Narrow search
Showing 1 - 10 of 10
Cover Image
Estimating the price of default risk
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000946480
Cover Image
The importance of market psychology in the determination of stock market volatility
Duffee, Greg - 1990
Persistent link: https://www.econbiz.de/10000929486
Cover Image
Treasury yields and corporate bond yield spreads : an empirical analysis
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000939506
Cover Image
Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg - 1997
Persistent link: https://www.econbiz.de/10000962036
Cover Image
On the ramifications of a securities transaction tax for the function and efficiency of capital markets
Kupiec, Paul H. - 1992
Persistent link: https://www.econbiz.de/10000985766
Cover Image
Recent developments in bank capital regulation of market risks
Kupiec, Paul H. - 1995
Persistent link: https://www.econbiz.de/10000927285
Cover Image
The use of bank trading risk models for regulatory capital purposes
Kupiec, Paul H.; O'Brien, James M. - 1995
Persistent link: https://www.econbiz.de/10000950967
Cover Image
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
Cover Image
The pre-commitment approach : using incentives to set market risk capital requirements
Kupiec, Paul H. - 1997
Persistent link: https://www.econbiz.de/10000962037