Dynamic contagion in a banking system with births and defaults.
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- Annals of Finance, 2019, v. 15, n. 4, p. 489, doi. 10.1007/s10436-019-00351-2
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- Article
Works matching IS 16142446 AND DT 2019 AND VI 15 AND IP 4
Results: 4
1
2
Momentum and reversal in financial markets with persistent heterogeneity.
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- Annals of Finance, 2019, v. 15, n. 4, p. 455, doi. 10.1007/s10436-019-00353-0
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- Article
3
Business-cycle pattern of asset returns: a general equilibrium explanation.
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- Annals of Finance, 2019, v. 15, n. 4, p. 539, doi. 10.1007/s10436-019-00347-y
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- Publication type:
- Article
4
Semi-nonparametric approximation and index options.
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- Annals of Finance, 2019, v. 15, n. 4, p. 563, doi. 10.1007/s10436-018-0341-4
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- Publication type:
- Article