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Financial innovation, market participation, and asset prices
Calvet, Laurent E.; Gonzalez-Eiras, Martín; Sodini, Paolo - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 3, pp. 431-459
Persistent link: https://www.econbiz.de/10002233818
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Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.; Fisher, Adlai; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 937-963
Persistent link: https://www.econbiz.de/10011929549