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Volatility and jump risk premia in emerging market bonds
Matovu, John M. - 2007
Persistent link: https://www.econbiz.de/10003538746
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Stochastic volatilities and correlations, extreme values and modeling the macroeconomic environment, under which Brazilian banks operate
Barnhill, Theodore M.; Souto, Marcos - 2007
Persistent link: https://www.econbiz.de/10003629457
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Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John; Caporale, Guglielmo Maria; … - 2008
Persistent link: https://www.econbiz.de/10003821913
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Why does bad news increase volatility and decrease leverage?
Fostel, Ana; Geanakoplos, John - 2010
Persistent link: https://www.econbiz.de/10009405429
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Market volatility as a financial soundness indicator: an application to Israel
Morales, R. Armando; Schumacher, Liliana - 2003
Persistent link: https://www.econbiz.de/10001759509
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Financial market volatility and the implications for market regulation : a survey
Scott, Louis O. - 1990
Persistent link: https://www.econbiz.de/10013424941
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The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer
Gapen, Michael T.; Gray, Dale; Lim, Cheng Hoon; Xiao, … - 2004
Persistent link: https://www.econbiz.de/10002408336
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Contagion and volatility with imperfect credit markets
Agénor, Pierre-Richard; Aizenman, Joshua - 1997
Persistent link: https://www.econbiz.de/10000975920
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Is systematic default risk priced in equity returns? : A cross-sectional analysis using credit derivatives prices
Chan-Lau, Jorge A. - 2006
Persistent link: https://www.econbiz.de/10003354350
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Toward a framework for safeguarding financial stability
Houben, Aerdt C. F. J.; Kakes, Jan; Schinasi, Garry J. - 2004
Persistent link: https://www.econbiz.de/10002244795