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Estimating implied recovery rates from the term structure of CDS spreads
Jaskowski, Marcin; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724144
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Estimating Implied Recovery Rates from the Term Structure of CDS Spreads
Jaskowski, Marcin; McAleer, Michael - 2013
Credit risk models should reflect the observation that the relevant value of collateral is generally not the average value of the asset over all possible states of nature. In most cases, the relevant value of collateral for the lender is its secondary market value in bad states of nature, where...
Persistent link: https://www.econbiz.de/10010326422
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Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla; Maasoumi, Esfandiar; McAleer, Michael; … - In: Econometric reviews 28 (2009) 6, pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo; Guerrero, David E.; McAleer, … - 2015
Persistent link: https://www.econbiz.de/10011432674
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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo; Guerrero, David E.; McAleer, … - 2013
Persistent link: https://www.econbiz.de/10010191280
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Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu; Peiris, Shelton; McAleer, Michael; Allen, … - In: Journal of time series econometrics 12 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo; Guerrero, David E.; McAleer, … - In: Economic modelling 52 (2016), pp. 913-925
Persistent link: https://www.econbiz.de/10011643102
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Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu; Peiris, Shelton; McAleer, Michael; Allen, … - 2018
Persistent link: https://www.econbiz.de/10011898049
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Modelling sustainable international tourism demand to the Brazilian Amazon
Divino, José Angelo (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780439
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Modelling Sustainable International Tourism Demand to the Brazilian Amazon
Divino, Jose Angelo - 2009
around 73% of the Brazilian Legal Amazon, and are the only states that are serviced by international airports in Brazil …
Persistent link: https://www.econbiz.de/10012718587