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~person:"Liu, Sheen"
~person:"Población García, Javier"
~type_genre:"Article in journal"
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Search: subject:"structural model"
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Liu, Sheen
Población García, Javier
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3
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3
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From equity to default correlation with taxes
Liu, Sheen
;
Qi, Howard
;
Xie, Yan Alice
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1373-1388
Persistent link: https://www.econbiz.de/10012262668
Saved in:
2
A
structural
model
to assess the impact of bank capitalization changes conditional on a bail-in versus bail-out regime
Dubiel-Teleszynski, Tomasz
;
Groß, Marco
;
Población …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012202474
Saved in:
3
Anticipating individual bank rescues
Correia, Ricardo
;
Dubiel-Teleszynski, Tomasz
; …
- In:
Economic modelling
82
(
2019
),
pp. 345-360
Persistent link: https://www.econbiz.de/10012203137
Saved in:
4
Inferring default correlation from equity return correlation
Liu, Sheen
;
Qi, Howard
;
Shi, Jian
;
Xie, Yan Alice
- In:
European financial management : the journal of the …
21
(
2015
)
2
,
pp. 333-359
Persistent link: https://www.econbiz.de/10010516668
Saved in:
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