1

Extreme value theory and extremely large electricity price changes

Year:
2005
Language:
english
File:
PDF, 329 KB
english, 2005
3

Stock return expectations in the credit market

Year:
2018
Language:
english
File:
PDF, 680 KB
english, 2018
4

CreditGrades and the iTraxx CDS Index Market

Year:
2006
Language:
english
File:
PDF, 466 KB
english, 2006
5

Credit-implied forward volatility and volatility expectations

Year:
2016
Language:
english
File:
PDF, 1.31 MB
english, 2016
6

The Microfinance Collateralized Debt Obligation: A Modern Robin Hood?

Year:
2008
Language:
english
File:
PDF, 189 KB
english, 2008
9

Margin Setting in Credit Derivatives Clearing Houses

Year:
2010
Language:
english
File:
PDF, 618 KB
english, 2010
10

Language, news and volatility

Year:
2016
Language:
english
File:
PDF, 564 KB
english, 2016
11

Stock Prices and Stock Return Volatilities Impliedby the Credit Market

Year:
2016
Language:
english
File:
PDF, 6.49 MB
english, 2016
12

Instantaneous Credit Risk Correlation

Year:
2007
Language:
english
File:
PDF, 401 KB
english, 2007
13

Using Credit Derivatives to Compute Marketwide Default Probability Term Structures

Year:
2005
Language:
english
File:
PDF, 1004 KB
english, 2005
14

Creditgrades and the iTraxx CDS Index Market

Year:
2006
Language:
english
File:
PDF, 2.20 MB
english, 2006
15

Credit-Implied Equity Volatility-Long-Term Forecasts and Alternative Fear Gauges

Year:
2015
Language:
english
File:
PDF, 1.84 MB
english, 2015
18

Credit risk management in Greater China

Year:
2008
Language:
english
File:
PDF, 306 KB
english, 2008
19

An index to evaluate fund and fund manager performance

Year:
2011
Language:
english
File:
PDF, 116 KB
english, 2011
24

Structured Microfinance

Year:
2007
Language:
english
File:
PDF, 109 KB
english, 2007
25

Merton Unraveled

Year:
2006
Language:
english
File:
PDF, 1.09 MB
english, 2006
26

An Alternative Way of Estimating Asset Values and Asset Value Correlations

Year:
2011
Language:
english
File:
PDF, 685 KB
english, 2011
27

A simple continuous measure of credit risk

Year:
2007
Language:
english
File:
PDF, 875 KB
english, 2007
28

Asset Value Correlation Bounds for Firms with Foreign Exchange Exposure

Year:
2013
Language:
english
File:
PDF, 3.35 MB
english, 2013
31

Economic criteria for using wetlands as nitrogen sinks under uncertainty

Year:
2000
Language:
english
File:
PDF, 245 KB
english, 2000
32

Executive Compensation Based on Asset Values

Year:
2011
Language:
english
File:
PDF, 1005 KB
english, 2011
33

Using extreme value theory to estimate the likelihood of banking sector failure

Year:
2006
Language:
english
File:
PDF, 121 KB
english, 2006
34

Does the Chinese stock market react to global news?

Year:
2011
Language:
english
File:
PDF, 258 KB
english, 2011
37

Is China an optimum currency area?

Year:
2005
Language:
english
File:
PDF, 302 KB
english, 2005