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The timing of arbitrage : an option approach
Lambrecht, Bart M. - 1996
Persistent link: https://www.econbiz.de/10000590536
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Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.; Perraudin, William R. M.; Sørensen, Bent E. - 1992
Persistent link: https://www.econbiz.de/10000838347
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Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps
Ho, Mun S.; Perraudin, William R. M.; Sørensen, Bent E. - 1992
Persistent link: https://www.econbiz.de/10000137146
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Debt in industry equilibrium
Fries, Steven M.; Miller, Marcus; Perraudin, William R. M. - 1993
Persistent link: https://www.econbiz.de/10000142734
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Continuous time international arbitrage pricing : theory and estimation
Perraudin, William R. M.; Sørensen, Bent E. - 1994
Persistent link: https://www.econbiz.de/10000147748
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Debt in industry equilibrium
Fries, Steven M. - In: The review of financial studies 10 (1997) 1, pp. 39-67
Persistent link: https://www.econbiz.de/10001216514
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Strategic debt service
Mella-Barral, Pierre - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 531-556
Persistent link: https://www.econbiz.de/10001222443
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A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
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Evaluating deposit insurance for Japanese banks
Fries, Steven M. - In: Journal of the Japanese and international economies : … 7 (1993) 4, pp. 356-386
Persistent link: https://www.econbiz.de/10001331723