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Common Failings: How Corporate...
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Duffie, Darrell
59
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7
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Working paper / National Bureau of Economic Research, Inc
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The review of financial studies
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Financial analysts' journal : FAJ
4
The journal of finance : the journal of the American Finance Association
4
Journal of economic theory
3
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3
Finance and stochastics
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Risk : managing risk in the world's financial markets
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The American economic review
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Astin bulletin : the journal of the International Actuarial Association
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COMMON FAILINGS: HOW CORPORATE DEFAULTS ARE CORRELATED
Das, Sanjiv
;
Duffie, Darrell
;
Kapadia, Nikunj
;
Saita, …
-
2006
Persistent link: https://www.econbiz.de/10006955614
Saved in:
2
Multi-period corporate default prediction with stochastic covariates
Duffie, Darrell
;
Saita, Leandro
;
Wang, Ke
- In:
Journal of financial economics
83
(
2007
)
3
,
pp. 635-666
Persistent link: https://www.econbiz.de/10007604736
Saved in:
3
Frailty Correlated Default
Duffie, Darrell
;
Eckner, Andreas
;
Horel, Guillaume
; …
- In:
The journal of finance : the journal of the American …
64
(
2009
)
5
,
pp. 2089-2124
Persistent link: https://www.econbiz.de/10008314752
Saved in:
4
MULTI-PERIOD CORPORATE DEFAULT PREDICTION WITH STOCHASTIC COVARIATES
Duffie, Darrell
;
Wang, Ke
;
Saita, Leandro
-
2006
Persistent link: https://www.econbiz.de/10006955613
Saved in:
5
Volatility Risk Premiums Embedded in Individual Equity Options
Bakshi, Gurdip
;
Kapadia, Nikunj
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10005932632
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6
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Bakshi, Gurdip
;
Kapadia, Nikunj
;
Madan, Dilip
- In:
The review of financial studies
16
(
2013
)
1
,
pp. 101-100
Persistent link: https://www.econbiz.de/10010114367
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7
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Bakshi, Gurdip
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2013
)
2
,
pp. 527-526
Persistent link: https://www.econbiz.de/10010114415
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8
Correlated Default Risk
Das, Sanjiv R.
;
Freed, Laurence
;
Geng, Gary
;
Kapadia, Nikunj
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 7-32
Persistent link: https://www.econbiz.de/10007306001
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9
Equilibrium exercise of European warrants
Kapadia, Nikunj
;
Willette, Gregory
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 129-157
Persistent link: https://www.econbiz.de/10009983957
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10
Limited arbitrage between equity and credit markets
Kapadia, Nikunj
;
Pu, Xiaoling
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 542-565
Persistent link: https://www.econbiz.de/10009987074
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