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Credit derivatives in banking...
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ECONIS (ZBW)
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1
Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg
-
1997
Persistent link: https://www.econbiz.de/10000962036
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2
Informational asymmetry and market imperfections : another solution to the equity premium puzzle
Zhou, Chunsheng
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
4
,
pp. 445-464
Persistent link: https://www.econbiz.de/10001436377
Saved in:
3
Time-to-build and investment
Zhou, Chunsheng
- In:
The review of economics and statistics
82
(
2000
)
2
,
pp. 273-282
Persistent link: https://www.econbiz.de/10001487848
Saved in:
4
Information, financial markets, and investment : essays in financial and monetary economics
Zhou, Chunsheng
-
1995
Persistent link: https://www.econbiz.de/10000952023
Saved in:
5
Stock market fluctuations and the term structure
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000930617
Saved in:
6
Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000931475
Saved in:
7
Dynamic portfolio choice and asset pricing with differential information
Zhou, Chunsheng
- In:
Journal of economic dynamics & control
22
(
1998
)
7
,
pp. 1027-1051
Persistent link: https://www.econbiz.de/10001243969
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8
An analysis of default correlations and multiple defaults
Zhou, Chunsheng
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 555-576
Persistent link: https://www.econbiz.de/10001570582
Saved in:
9
The term structure of credit spreads with jump risk
Zhou, Chunsheng
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 2015-2040
Persistent link: https://www.econbiz.de/10001617906
Saved in:
10
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
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