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person:"Chang, Chia-Lin"
~person:"Gouriéroux, Christian"
~person:"Perrakis, Stylianos"
~subject:"Derivat"
~type_genre:"Article in journal"
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Chang, Chia-Lin
Gouriéroux, Christian
Perrakis, Stylianos
Lien, Da-hsiang Donald
46
Benth, Fred Espen
27
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
18
Irwin, Scott H.
18
García, Philip
16
Ryu, Doojin
16
Brigo, Damiano
15
Carr, Peter
15
Subrahmanyam, Marti G.
15
Wang, Xingchun
15
Webb, Robert I.
15
White, Alan
15
Broll, Udo
14
Whaley, Robert E.
14
Brooks, Robert
13
Frino, Alex
13
Fung, Hung-gay
12
Escobar, Marcos
11
Faff, Robert W.
11
Moser, James T.
11
Odening, Martin
11
Barone-Adesi, Giovanni
10
Boyle, Phelim P.
10
Chance, Don M.
10
Gay, Gerald D.
10
Kavussanos, Manolis G.
10
Longstaff, Francis A.
10
Pirrong, Craig
10
Platen, Eckhard
10
Tse, Yiuman
10
Bartram, Söhnke M.
9
Batten, Jonathan A.
9
Brenner, Menachem
9
Brorsen, B. Wade
9
Crépey, Stéphane
9
Figlewski, Stephen
9
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Journal of econometrics
6
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2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
23
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1
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
2
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
3
Financial oligopolies and parallel exclusion in the credit default swap markets
Kryzanowski, Lawrence
;
Perrakis, Stylianos
;
Zhong, Rui
- In:
Journal of financial markets
56
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013282502
Saved in:
4
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
5
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
6
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
7
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
8
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
9
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
10
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
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