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Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Mariani, Fabio; Pérez-Barahona, Agustín; Raffin, Natacha - In: Journal of economic dynamics & control 34 (2010) 4, pp. 710-725
Persistent link: https://www.econbiz.de/10008398246
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Strategic interaction and dynamics under endogenous time preference
Camacho, Carmen; Saglam, Cagri; Turan, Agah - In: Journal of mathematical economics 49 (2013) 4, pp. 291-301
Persistent link: https://www.econbiz.de/10010148572
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Wealth Breeds Decline : Reversals of Leadership and Consumption Habits
Artige, Lionel; Camacho, Carmen; Croix, David De La - In: Journal of economic growth 9 (2004) 4, pp. 423-449
Persistent link: https://www.econbiz.de/10007644152
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On the dynamics of capital accumulation across space
Camacho, Carmen; Zou, Benteng; Briani, Maya - In: European journal of operational research : EJOR 186 (2008) 2, pp. 451-465
Persistent link: https://www.econbiz.de/10007895445
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BRIDGING THE GAP BETWEEN GROWTH THEORY AND THE NEW ECONOMIC GEOGRAPHY: THE SPATIAL RAMSEY MODEL
Boucekkine, Raouf; Camacho, Carmen; Zou, Benteng - In: Macroeconomic dynamics 13 (2009) 1, pp. 20-45
Persistent link: https://www.econbiz.de/10008159817