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Filipović, Damir
12
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Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
Friewald, Nils
;
Jankowitsch, Rainer
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 18-37
Persistent link: https://www.econbiz.de/10009979021
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2
Size Effect und Settlement Effect am österreichischen Aktienmarkt
Pichler, Stefan
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
41
(
1993
)
3
,
pp. 195-201
Persistent link: https://www.econbiz.de/10009103893
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3
Optimal capital and risk allocations for law- and cash-invariant convex functions
Filipović, Damir
;
Svindland, Gregor
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 423
Persistent link: https://www.econbiz.de/10008221081
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4
Existence of Lévy term structure models
Filipović, Damir
;
Tappe, Stefan
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 83-116
Persistent link: https://www.econbiz.de/10008221428
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5
A note on the Swiss Solvency Test risk measure
Filipović, Damir
;
Vogelpoth, Nicolas
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 897-902
Persistent link: https://www.econbiz.de/10008057664
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6
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010142463
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7
Density approximations for multivariate affine jump-diffusion processes
Filipović, Damir
;
Mayerhofer, Eberhard
;
Schneider, Paul
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010152649
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8
Monotone and cash-invariant convex functions and hulls
Filipović, Damir
;
Kupper, Michael
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10007770130
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9
THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS L1
Filipović, Damir
;
Svindland, Gregor
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 585-590
Persistent link: https://www.econbiz.de/10009980094
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10
DYNAMIC CDO TERM STRUCTURE MODELING
Filipović, Damir
;
Overbeck, Ludger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10008770328
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