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A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of Banking & Finance
30
(
2006
)
4
,
pp. 1269-1290
Persistent link: https://www.econbiz.de/10005213045
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Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of Banking & Finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10005201865
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