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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
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Derivative pricing with liquidity risk : theory and evidence from the credit default swap market
Bongaerts, Dion
;
Jong, Frank de
;
Driessen, Joost
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 203-240
Persistent link: https://www.econbiz.de/10008991178
Saved in:
2
Pricing currency risks
Chernov, Mikhail
;
Dahlquist, Magnus
;
Lochstoer, Lars A.
- In:
The journal of finance : the journal of the American …
78
(
2023
)
2
,
pp. 693-730
Persistent link: https://www.econbiz.de/10014311375
Saved in:
3
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market
BONGAERTS, DION
;
DE JONG, FRANK
;
DRIESSEN, JOOST
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 203-241
Persistent link: https://www.econbiz.de/10008781315
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