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Counterparty choice in the UK credit default swap market : an empirical matching approach
Ferrara, Gerardo; Kim, Jun Sung; Koo, Bonsoo; Liu, Zijun - In: Economic modelling 94 (2021), pp. 58-74
Persistent link: https://www.econbiz.de/10012694709
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How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome - In: Economic modelling 97 (2021), pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
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Valuation of collateralized debt obligations : an equilibrium model
Hu, May; Park, Jason - In: Economic modelling 82 (2019), pp. 119-135
Persistent link: https://www.econbiz.de/10012202380
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Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
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Assessing sovereign default risk : a bottom-up approach
Liu, Feng; Kalotay, Egon; Trück, Stefan - In: Economic modelling 70 (2018), pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
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Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola; Lento, Camillo - In: Economic modelling 47 (2015), pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
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Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika - In: Economic modelling 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
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A risk-driven approach to exchange rate modelling
Kębłowski, Piotr; Welfe, Aleksander - In: Economic modelling 29 (2012) 4, pp. 1473-1482
Persistent link: https://www.econbiz.de/10009667319
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Disentangling the bond-CDS nexus : a stress test model of the CDS market
Vuillemey, Guillaume; Peltonen, Tuomo - In: Economic modelling 49 (2015), pp. 32-45
Persistent link: https://www.econbiz.de/10011439475
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Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli; Liu, Zhen; Li, Shenghong - In: Economic modelling 40 (2014), pp. 167-174
Persistent link: https://www.econbiz.de/10010425701