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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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Valuation of portfolio credit derivatives with default intensities using the Vasicek model
Liang, Jin; Ma, Jun Mei; Wang, Tao; Ji, Qin - In: Asia-Pacific financial markets 18 (2011) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10009237750
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On a corporate bond pricing model with credit rating migration risks and stochastic interest rate
Liang, Jin; Yin, Hong-Ming; Chen, Xinfu; Wu, Yuan - In: Quantitative finance and economics 1 (2017) 3, pp. 300-319
Persistent link: https://www.econbiz.de/10012137817
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Private information advantage or overconfidence? : performance of intraday arbitrage speculators in the Chinese stock market
Zhang, Xiaotao; Liang, Junpeng; He, Feng - In: Pacific-Basin finance journal 58 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012231125