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source:"econis"
~isPartOf:"Applied economics"
~isPartOf:"The European journal of finance"
~person:"Bird, Graham R."
~person:"Chen, Son-nan"
~type_genre:"Article in journal"
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Applied economics
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Pricing inflation-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
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2
Safe haven or contagion? : the disparate effects of Euro-zone crises on non-Euro-zone neighbours
Bird, Graham R.
;
Du, Wenti
;
Pentecost, Eric J.
; …
- In:
Applied economics
49
(
2017
)
59
,
pp. 5895-5904
Persistent link: https://www.econbiz.de/10011845841
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3
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
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