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Peña Sánchez de Rivera, Juan Ignacio
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Journal of banking & finance
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International review of financial analysis
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417
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407
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1
Explaining CDS prices with Merton's model before and after the Lehman default
Gemmill, Gordon
;
Marra, Miriam
- In:
Journal of banking & finance
106
(
2019
),
pp. 93-109
Persistent link: https://www.econbiz.de/10012224244
Saved in:
2
How do firms respond to empty creditor holdout in distressed exchanges?
Narayanan, Rajesh
;
Uzmanoglu, Cihan
- In:
Journal of banking & finance
94
(
2018
),
pp. 251-266
Persistent link: https://www.econbiz.de/10011966647
Saved in:
3
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
4
Correlation expansions for CDO pricing
Glasserman, Paul
;
Suchintabandid, Sira
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1375-1398
Persistent link: https://www.econbiz.de/10003461167
Saved in:
5
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
6
Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas
- In:
Journal of banking & finance
66
(
2016
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
Saved in:
7
Transmission channels of systemic risk and contagion in the European financial network
Paltalidis, Nikos
;
Gounopoulos, Dimitrios
;
Kizys, Renatas
; …
- In:
Journal of banking & finance
61
(
2015
),
pp. 36-52
Persistent link: https://www.econbiz.de/10011584245
Saved in:
8
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
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9
Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia
;
Del Viva, Luca
- In:
Journal of banking & finance
58
(
2015
),
pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
Saved in:
10
Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
Klein, Peter
;
Inglis, Michael
- In:
Journal of banking & finance
25
(
2001
)
5
,
pp. 993-1012
Persistent link: https://www.econbiz.de/10001570916
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