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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Duan, Jin-Chuan"
~person:"Post, Thierry"
~person:"Prokopczuk, Marcel"
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Duan, Jin-Chuan
Post, Thierry
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Journal of banking & finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
ERIM report series research in management
10
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
10
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ECONIS (ZBW)
19
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1
Loan commitments, investment decisions and the signalling equilibrium
Duan, Jin-Chuan
- In:
Journal of banking & finance
17
(
1993
)
4
,
pp. 645-661
Persistent link: https://www.econbiz.de/10001147088
Saved in:
2
Deposit insurance and bank interest rate risk : pricing and regulatory implications
Duan, Jin-Chuan
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 1091-1108
Persistent link: https://www.econbiz.de/10001187927
Saved in:
3
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
4
Asset prices and "the devil(s) you know"
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 20-35
Persistent link: https://www.econbiz.de/10012163795
Saved in:
5
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
6
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
7
Default probabilities of privately held firms
Duan, Jin-Chuan
;
Kim, Baeho
;
Kim, Woojin
;
Shin, Donghwa
- In:
Journal of banking & finance
94
(
2018
),
pp. 235-250
Persistent link: https://www.econbiz.de/10011966607
Saved in:
8
Capital standard, forbearance and deposit insurance pricing under GARCH
Duan, Jin-Chuan
;
Yu, Min-Teh
- In:
Journal of banking & finance
23
(
1999
)
11
,
pp. 1691-1706
Persistent link: https://www.econbiz.de/10001415173
Saved in:
9
Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan
;
Wei, Jason
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
Saved in:
10
Pricing discretely monitored barrier options by a Markov chain
Duan, Jin-Chuan
;
Dudley, Evan
;
Gauthier, Geneviève
; …
- In:
The journal of derivatives : the official publication …
10
(
2003
)
4
,
pp. 9-31
Persistent link: https://www.econbiz.de/10001781756
Saved in:
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