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Asymmetric asset correlation in credit portfolios
Cho, Yongbok; Lee, Yong Woong - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
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Relevance of wrong-way risk in funding valuation adjustments
Zwaard, Thomas van der; Grzelak, Lech A.; Oosterlee, … - In: Finance research letters 49 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013478834
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Analytical properties of Hasbrouck and generalized information shares
Lien, Da-hsiang Donald; Shrestha, Keshab; Lee, Lianne … - In: Finance research letters 49 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013479622
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Stock prices, changes in liquidity, and liquidity premia
Lee, Hyun-Tak; Lee, Bong-soo; Jang, Bong-Gyu - In: Finance research letters 48 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013461767
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A common pattern across asset pricing anomalies
Božović, Miloš - In: Finance research letters 48 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013464296
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Price discovery in fiat currency and cryptocurrency markets
Huang, Guan-Ying; Gau, Yin-feng; Wu, Zhen-Xing - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013457615
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A novel method of detecting carbon asset price jump characteristics based on significant information shocks
Pan, Di; Zhang, Chen; Zhu, Dandan; Ji, Yuanpu; Cao, Wei - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013459127
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The generalized Vasicek credit risk model : a machine learning approach
García-Céspedes, Rubén; Moreno, Manuel - In: Finance research letters 47 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013459154
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Would widening price limits improve the efficiency of price discovery?
Jin, Liwei; Yuan, Xianghui; Li, Xiang; Ma, Huanglong; … - In: Finance research letters 50 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014233979
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Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Finance research letters 51 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014304848