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ECONIS (ZBW)
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A copula-based model of the term structure of CDO tranches
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Applied quantitative finance
,
(pp. 69-81)
.
2009
Persistent link: https://www.econbiz.de/10003745952
Saved in:
2
Accounting data transparency and credit spreads : clinical studies
Cherubini, Umberto
- In:
Credit risk : models, derivatives, and management
,
(pp. 115-137)
.
2008
Persistent link: https://www.econbiz.de/10003718341
Saved in:
3
The role of banks as investors in securities : theoretical and empirical features in an international perspective
Cherubini, Umberto
- In:
Financial markets' liberalisation and the role of banks
,
(pp. 251-276)
.
1993
Persistent link: https://www.econbiz.de/10001282491
Saved in:
4
Domestic and foreign determinants of interest rates in EMS economies : the case of France and Italy
Cherubini, Umberto
(
contributor
)
- In:
Economic policy coordination in an integrating Europe
,
(pp. 101-126)
.
1992
Persistent link: https://www.econbiz.de/10001312869
Saved in:
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