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~subject:"Volatility"
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Systemic Risk Contributions
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5
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3
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1
Explaining credit default swap spreads with equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
-
2005
Persistent link: https://www.econbiz.de/10003113897
Saved in:
2
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
Saved in:
3
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
-
2005
Persistent link: https://www.econbiz.de/10003234544
Saved in:
4
Macroeconomic news announcements, systemic risk, financial market volatility and jumps
Huang, Xin
-
2015
Persistent link: https://www.econbiz.de/10011410200
Saved in:
5
Determinants of house prices in nine Asia-Pacific economies
Glindro, Eloisa T.
;
Tientip Subhanij
;
Szeto, Jessica
; …
- In:
The international financial crisis and policy …
,
(pp. 340-370)
.
2010
Persistent link: https://www.econbiz.de/10008780042
Saved in:
6
Determinants of house prices in nine Asia-Pacific economies
Glindro, Eloisa T.
;
Tientip Subhanij
;
Szeto, Jessica
; …
- In:
International journal of central banking : IJCB
7
(
2011
)
3
,
pp. 163-204
Persistent link: https://www.econbiz.de/10009521277
Saved in:
7
Determinants of house prices in nine Asia-Pacific economies
Glindro, Eloisa T.
;
Tientip Subhanij
;
Szeto, Jessica
; …
-
2008
Persistent link: https://www.econbiz.de/10003773573
Saved in:
8
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001607156
Saved in:
9
Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty
Zhou, Hao
- In:
Annual review of financial economics
10
(
2018
),
pp. 481-497
Persistent link: https://www.econbiz.de/10011959905
Saved in:
10
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
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