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Pricing and momentum of syndicated credit in Europe
Christodoulakis, George A.; Olupeka, Taiwo - In: Omega : the international journal of management science 38 (2009/10) 5, pp. 325-332
Persistent link: https://www.econbiz.de/10003963261
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The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique; Christodoulakis, George A.; Poon, … - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
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Credit contagion in the presence of non-normal shocks
Batiz-Zuk, Enrique; Christodoulakis, George A.; Poon, … - In: International review of financial analysis 37 (2015), pp. 129-139
Persistent link: https://www.econbiz.de/10011317232