Narrow search
Showing 1 - 10 of 2,521
Cover Image
CDS Returns
Augustin, Patrick; Saleh, Fahad; Xu, Haohua - In: Journal of economic dynamics & control 118 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Cover Image
Over-the-counter versus double auction in asset markets with near-zero-intelligence traders
Lu, Dong; Zhan, Yaosong - In: Journal of economic dynamics & control 143 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013539524
Cover Image
Limelight on dark markets : theory and experimental evidence on liquidity and information
Berentsen, Aleksander; McBride, Michael; Rocheteau, … - In: Journal of economic dynamics & control 75 (2017), pp. 70-90
Persistent link: https://www.econbiz.de/10011817143
Cover Image
The formation of a core-periphery structure in heterogeneous financial networks
Veld, Daan in 't; Leij, Marco van der; Hommes, Cars H. - In: Journal of economic dynamics & control 119 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012503786
Cover Image
Sharks in the dark : quantifying HFT dark pool latency arbitrage
Aquilina, Matteo; Foley, Sean; O'Neill, Peter; Ruf, Thomas - In: Journal of economic dynamics & control 158 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014532187
Cover Image
Financial innovation and bank behavior : evidence from credit markets
Norden, Lars; Silva Buston, Consuelo; Wagner, Wolf - In: Journal of economic dynamics & control 43 (2014), pp. 130-145
Persistent link: https://www.econbiz.de/10010470135
Cover Image
Implied recovery
Das, Sanjiv R.; Hanouna, Paul - In: Journal of economic dynamics & control 33 (2009) 11, pp. 1837-1857
Persistent link: https://www.econbiz.de/10003888561
Cover Image
Recovering default risk from CDS spreads with a nonlinear filter
Guarin, Alexander; Liu, Xiaoquan; Wing Lon Ng - In: Journal of economic dynamics & control 38 (2014), pp. 87-104
Persistent link: https://www.econbiz.de/10010387855
Cover Image
Premia for correlated default risk
Azizpour, Shahriar; Giesecke, Kay; Kim, Baeho - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1340-1357
Persistent link: https://www.econbiz.de/10009241405
Cover Image
On aggregation of information in competitive markets : the dynamic case
Naik, Narayan Y. - In: Journal of economic dynamics & control 21 (1997) 7, pp. 1199-1227
Persistent link: https://www.econbiz.de/10001222307