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Review of asset pricing studies
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Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
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Economic and financial determinants of credit risk premiums in the sovereign CDS market
Doshi, Hitesh
;
Jacobs, Kris
;
Zurita, Virgilio
- In:
Review of asset pricing studies
7
(
2017
)
1
,
pp. 43-80
Persistent link: https://www.econbiz.de/10011734551
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