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Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain; Pegoraro, Fulvio; Renne, Jean-Paul; … - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
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Pricing risks across currency denominations
Maurer, Thomas; Tô, Thuy-Duong; Tran, Ngoc-Khanh - In: Management science : journal of the Institute for … 65 (2019) 11, pp. 5308-5336
Persistent link: https://www.econbiz.de/10012125966
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Currency factors
Aloosh, Arash; Bekaert, Geert - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4042-4064
Persistent link: https://www.econbiz.de/10013369016
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Exchange rates and sovereign risk
Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
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Extreme inflation and time-varying expected consumption growth
Dergunov, Ilya; Meinerding, Christoph; Schlag, Christian - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2972-3002
Persistent link: https://www.econbiz.de/10014305472
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Residual inflation risk
Illeditsch, Philipp Karl - In: Management science : journal of the Institute for … 64 (2018) 11, pp. 5289-5314
Persistent link: https://www.econbiz.de/10011947163
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Discrimination and economic expectations
Bazley, William J.; Bonaparte, Yosef; Korniotis, George M. - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 4115-4131
Persistent link: https://www.econbiz.de/10014552530
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Global equity correlation in international markets
Bae, Joon Woo; Elkamhi, Redouane - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 7262-7289
Persistent link: https://www.econbiz.de/10012703827
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Why fixed costs matter for proof-of-work–based cryptocurrencies
Garratt, Rod; Oordt, Maarten R. C. van - In: Management science : journal of the Institute for … 69 (2023) 11, pp. 6482-6507
Persistent link: https://www.econbiz.de/10014435370
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A research framework for business models : what is common among fast fashion, e-tailing, and ride sharing?
Cachon, Gérard - In: Management science : journal of the Institute for … 66 (2020) 3, pp. 1172-1192
Persistent link: https://www.econbiz.de/10012234565