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Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
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Mispricing and trader positions in the S&P 500 index futures market
Lai, Ya-Wen; Lin, Chiou-Fa; Tang, Mei-Ling - In: The North American journal of economics and finance : a … 42 (2017), pp. 250-265
Persistent link: https://www.econbiz.de/10011938115
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An evolutionary game theory model for the inter-relationships between financial regulation and financial innovation
An, Hui; Yang, Ruibo; Ma, Xuejiao; Zhang, Siqi; Islam, … - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012667338
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A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 32 (2015), pp. 98-123
Persistent link: https://www.econbiz.de/10011514449
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The conditional dependence structure of insurance sector credit default swap indices
Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 30 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010463549
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Systemic financial risk early warning of financial market in China using Attention-LSTM model
Ouyang, Zi-sheng; Yang, Xi-te; Lai, Yongzeng - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012821472
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Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Zhang, Weiping; Zhuang, Xintian; Wang, Jiang; Lu, Yang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012664822
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Interconnectedness and systemic risk in the US CDS market
Kanno, Masayasu - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012666019
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Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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Bank systemic risk and CEO overconfidence
Lee, Jin-Ping; Lin, Edward M. H.; Lin, James Juichia; … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012667182