Amplification and asymmetry in crashes and frenzies.
- Published in:
- Annals of Finance, 2008, v. 4, n. 2, p. 157, doi. 10.1007/s10436-007-0077-z
- By:
- Publication type:
- Article
Works matching IS 16142446 AND DT 2008 AND VI 4 AND IP 2
Results: 7
1
2
Fair (intra-bank transfer) prices for credits with stochastic recovery.
- Published in:
- Annals of Finance, 2008, v. 4, n. 2, p. 243, doi. 10.1007/s10436-006-0070-y
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- Publication type:
- Article
3
Capital market equilibrium without riskless assets: heterogeneous expectations.
- Published in:
- Annals of Finance, 2008, v. 4, n. 2, p. 183, doi. 10.1007/s10436-007-0074-2
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- Publication type:
- Article
4
The social value of risk-free government debt.
- Published in:
- Annals of Finance, 2008, v. 4, n. 2, p. 131, doi. 10.1007/s10436-007-0073-3
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- Publication type:
- Article
5
Managing the risk of loan prepayments and the optimal structure of short term lending rates.
- Published in:
- Annals of Finance, 2008, v. 4, n. 2, p. 197, doi. 10.1007/s10436-007-0075-1
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- Publication type:
- Article
6
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration.
- Published in:
- Annals of Finance, 2008, v. 4, n. 2, p. 217, doi. 10.1007/s10436-007-0078-y
- By:
- Publication type:
- Article
7
On the semimartingale property via bounded logarithmic utility.
- Published in:
- Annals of Finance, 2008, v. 4, n. 2, p. 255, doi. 10.1007/s10436-006-0067-6
- By:
- Publication type:
- Article