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Common Failings : How Corporat...
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Duffie, Darrell
60
Das, Sanjiv Ranjan
16
Sundaram, Rangarajan K.
10
Kapadia, Nikunj
8
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7
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6
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Working paper / National Bureau of Economic Research, Inc
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The review of financial studies
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Financial analysts' journal : FAJ
6
The journal of finance : the journal of the American Finance Association
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Journal of economic theory
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The journal of fixed income
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Risk : managing risk in the world's financial markets
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American economic journal / Microeconomics : a journal of the American Economic Association
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Common Failings: How Corporate Defaults Are Correlated
Das, Sanjivr
;
Duffie, Darrell
;
Kapadia, Nikunj
;
Saita, …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10007396572
Saved in:
2
COMMON FAILINGS: HOW CORPORATE DEFAULTS ARE CORRELATED
Das, Sanjiv
;
Duffie, Darrell
;
Kapadia, Nikunj
;
Saita, …
-
2006
Persistent link: https://www.econbiz.de/10006955614
Saved in:
3
Multi-period corporate default prediction with stochastic covariates
Duffie, Darrell
;
Saita, Leandro
;
Wang, Ke
- In:
Journal of financial economics
83
(
2007
)
3
,
pp. 635-666
Persistent link: https://www.econbiz.de/10007604736
Saved in:
4
Frailty Correlated Default
Duffie, Darrell
;
Eckner, Andreas
;
Horel, Guillaume
; …
- In:
The journal of finance : the journal of the American …
64
(
2009
)
5
,
pp. 2089-2124
Persistent link: https://www.econbiz.de/10008314752
Saved in:
5
MULTI-PERIOD CORPORATE DEFAULT PREDICTION WITH STOCHASTIC COVARIATES
Duffie, Darrell
;
Wang, Ke
;
Saita, Leandro
-
2006
Persistent link: https://www.econbiz.de/10006955613
Saved in:
6
Correlated Default Risk
Das, Sanjiv R.
;
Freed, Laurence
;
Geng, Gary
;
Kapadia, Nikunj
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 7-32
Persistent link: https://www.econbiz.de/10007306001
Saved in:
7
Volatility Risk Premiums Embedded in Individual Equity Options
Bakshi, Gurdip
;
Kapadia, Nikunj
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10005932632
Saved in:
8
Equilibrium exercise of European warrants
Kapadia, Nikunj
;
Willette, Gregory
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 129-157
Persistent link: https://www.econbiz.de/10009983957
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9
Limited arbitrage between equity and credit markets
Kapadia, Nikunj
;
Pu, Xiaoling
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 542-565
Persistent link: https://www.econbiz.de/10009987074
Saved in:
10
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Bakshi, Gurdip
;
Kapadia, Nikunj
;
Madan, Dilip
- In:
The review of financial studies
16
(
2013
)
1
,
pp. 101-100
Persistent link: https://www.econbiz.de/10010114367
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