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A Simple Credit Risk Model wit...
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11
Interest rate swaps clearing and systemic risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430949
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12
The man in the middle-liquidity provision under central clearing in the credit default
swap
market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
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13
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
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14
CDS, CEO compensation, and firm value
Amin, Abu
;
Jain, Pawan
;
Upadhyay, Arun
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013342196
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15
Stable distributions, futures prices, and the measurement of trading performance
Cornew, Ronald W.
- In:
The journal of futures markets
4
(
1984
)
4
,
pp. 531-557
Persistent link: https://www.econbiz.de/10001082393
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Some properties of subjective probabilities induced by optimal expectations
Iwaki, Hideki
;
Osaki, Yusuke
- In:
Finance research letters
7
(
2010
)
2
,
pp. 98-102
Persistent link: https://www.econbiz.de/10009272768
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17
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
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18
Multi-period portfolio optimization under probabilistic risk measure
Sun, Yufei
;
Aw, Grace
;
Teo, Kok Lay
;
Zhu, Yanjian
; …
- In:
Finance research letters
18
(
2016
),
pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
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19
Moment conditions for fractional degree stochastic dominance
Wang, Hongxia
;
Zhou, Lin
;
Dai, Peng-Fei
;
Xiong, Xiong
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479652
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20
Valuing retail credit tranches with structural, double mixture models
Bae, Taehan
;
Iscoe, Ian
;
Kim, Changki
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 849-867
Persistent link: https://www.econbiz.de/10011392664
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