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~isPartOf:"Annual review of financial economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Dai, Tian-Shyr"
~person:"Hu, Wen-Cheng"
~source:"econis"
~subject:"Bond"
~subject:"Kreditrisiko"
~subject:"Yield curve"
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Annual review of financial economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International review of economics & finance : IREF
1
Journal of banking & finance
1
Review of quantitative finance and accounting
1
The journal of futures markets
1
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ECONIS (ZBW)
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Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng
;
Huang, Alex
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
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A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds
Wang, Jr-Yan
;
Dai, Tian-Shyr
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 52-79
Persistent link: https://www.econbiz.de/10011687427
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