General Equilibrium Stock Index Futures Pricing Allowing for Event Risk
Year of publication: |
2007
|
---|---|
Authors: | Yen, Simon H. ; Wang, Jai Jen |
Published in: |
International Journal of Business and Economics. - College of Business, ISSN 1607-0704. - Vol. 6.2007, 2, p. 103-119
|
Publisher: |
College of Business |
Subject: | general equilibrium model | event risk | intertemporal futures pricing |
-
Interpreting Recent Changes in the Credit Spreads of Japanese Banks
Pan, Jun, (2006)
-
Macro factors in the term structure of credit spreads
Luisi, Maurizio, (2006)
-
Infinite horizon,Incomplete markets
Magill, Michael, (1992)
- More ...
-
Yen, Simon H., (2003)
-
Hsu Ku, Yuan-Hung, (2008)
-
Intertemporal cross-border investment structures subjected to the equity holding constraint
Ku, Yuan-hung Hsu, (2005)
- More ...