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~isPartOf:"International journal of theoretical and applied finance"
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Benth, Fred Espen
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International journal of theoretical and applied finance
MPRA Paper
965
NBER working paper series
952
Finance research letters
907
Working paper / National Bureau of Economic Research, Inc.
749
Energy economics
741
NBER Working Paper
728
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728
Journal of banking & finance
667
International review of financial analysis
565
Applied economics
518
International review of economics & finance : IREF
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Economic modelling
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Journal of financial economics
416
The journal of futures markets
416
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The North American journal of economics and finance : a journal of financial economics studies
386
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374
Research in international business and finance
371
Journal of international financial markets, institutions & money
354
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352
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Journal of empirical finance
337
LSE Research Online Documents on Economics
336
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302
Discussion paper / Tinbergen Institute
297
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
295
Pacific-Basin finance journal
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Journal of risk and financial management : JRFM
287
Applied financial economics
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CEPR Discussion Papers
281
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273
CESifo working papers
270
ECB Working Paper
265
IMF working papers
261
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241
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
292
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1
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
2
The impact of stock returns
volatility
on credit default swap rates: A copula study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1135-1155
Persistent link: https://www.econbiz.de/10003280048
Saved in:
3
Volatility
and
liquidity
on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
4
Bank panics and fire sales, insolvency and illiquidity
Hurd, T. R.
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011926614
Saved in:
5
Hedge-fund management with
liquidity
constraint
Ramirez, Hugo E.
;
Duck, Peter
;
Johnson, Paul
;
Howell, …
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012153086
Saved in:
6
CVA with wrong way risk : sensitivities,
volatility
and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
7
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
8
Defaultable bonds as Asian options
Buffet, Emmanuel
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 571
Persistent link: https://www.econbiz.de/10001524455
Saved in:
9
Defaultable debt pricing in multi-factor models
Lim, Kian-Guan
;
Chang, Shiwei
;
Tsui, Kai Chong
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 823-844
Persistent link: https://www.econbiz.de/10001763190
Saved in:
10
Jump diffusion models for risky debts : quality spread differentials
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
6
(
2003
)
6
,
pp. 655-662
Persistent link: https://www.econbiz.de/10001794278
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