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~person:"Arismendi Zambrano, Juan Carlos"
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Arismendi Zambrano, Juan Carlos
Gleißner, Werner
80
Ivanov, Dmitry
59
Broll, Udo
51
Dionne, Georges
49
Romeike, Frank
46
Schuermann, Til
46
Fabozzi, Frank J.
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McAleer, Michael
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Gatzert, Nadine
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Stulz, René M.
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Wu, Desheng Dash
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Engle, Robert F.
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Kersten, Wolfgang
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Saunders, Anthony
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Wang, Ruodu
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Mußhoff, Oliver
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Stoja, Evarist
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Dolgui, Alexandre
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Giudici, Paolo
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Shevchenko, Pavel V.
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Bode, Christoph
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Daníelsson, Jón
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Implicit entropic market risk-premium from interest rate derivatives
Arismendi Zambrano, Juan Carlos
;
Azevedo, R.
-
2020
Persistent link: https://www.econbiz.de/10013168989
Saved in:
2
The implications of dependence, tail dependence, and bounds' measures for counterparty credit risk pricing
Arismendi Zambrano, Juan Carlos
;
Belitsky, Vladimir
; …
- In:
Journal of financial stability
58
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013417464
Saved in:
3
Validation of default probability models : a stress testing approach
Tsukahara, Fábio Yasuhiro
;
Kimura, Herbert
;
Sobreiro, …
- In:
International review of financial analysis
47
(
2016
),
pp. 70-85
Persistent link: https://www.econbiz.de/10011624054
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