Works matching IS 13872834 AND DT 2009 AND VI 16 AND IP 3
Results: 4
Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS.
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- Asia-Pacific Financial Markets, 2009, v. 16, n. 3, p. 231, doi. 10.1007/s10690-009-9094-4
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- Article
Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets.
- Published in:
- Asia-Pacific Financial Markets, 2009, v. 16, n. 3, p. 183, doi. 10.1007/s10690-009-9092-6
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- Article
Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity.
- Published in:
- Asia-Pacific Financial Markets, 2009, v. 16, n. 3, p. 169, doi. 10.1007/s10690-009-9091-7
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- Article
Dynamic Linkages Between the China and International Stock Markets.
- Published in:
- Asia-Pacific Financial Markets, 2009, v. 16, n. 3, p. 211, doi. 10.1007/s10690-009-9093-5
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- Article