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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Collateral Volatility
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ECONIS (ZBW)
1,519
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1
Correlations
Ehling, Paul
;
Heyerdahl-Larsen, Christian
- In:
Management science : journal of the Institute for …
63
(
2017
)
6
,
pp. 1919-1937
Persistent link: https://www.econbiz.de/10011707351
Saved in:
2
Collateral
and the choice between bank debt and public debt
Lin, Leming
- In:
Management science : journal of the Institute for …
62
(
2016
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10011432929
Saved in:
3
Collateralized networks
Ghamami, Samim
;
Glasserman, Paul
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2202-2225
Persistent link: https://www.econbiz.de/10013267965
Saved in:
4
Indicators of
collateral
misreporting
Demiroglu, Cem
;
James, Christopher M.
- In:
Management science : journal of the Institute for …
64
(
2018
)
4
,
pp. 1747-1760
Persistent link: https://www.econbiz.de/10011855732
Saved in:
5
A
theory
of
collateral
requirements for central counterparties
Wang, Jessie Jiaxu
;
Capponi, Agostino
;
Zhang, Hongzhong
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6993-7017
Persistent link: https://www.econbiz.de/10013373165
Saved in:
6
An extreme value approach to estimating interest-rate
volatility
: pricing implications for interest-rate options
Bali, Turan G.
- In:
Management science : journal of the Institute for …
53
(
2007
)
2
,
pp. 323-339
Persistent link: https://www.econbiz.de/10003435740
Saved in:
7
Forward-looking market risk premium
Duan, Jin-Chuan
;
Zhang, Weiqi
- In:
Management science : journal of the Institute for …
60
(
2014
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10010258775
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8
Quantitative easing and
volatility
spillovers across countries and asset classes
Yang, Zihui
;
Zhou, Yinggang
- In:
Management science : journal of the Institute for …
63
(
2017
)
2
,
pp. 333-354
Persistent link: https://www.econbiz.de/10011647326
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9
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
Saved in:
10
Asset-pricing implications of dividend
volatility
Li, Yan
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
9
,
pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
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