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PRICING DEFAULT RISK WITH PARI...
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Theory
Theorie
37
Country risk
20
Länderrisiko
20
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13
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13
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13
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13
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Clark, Ephraim
37
Kassimatis, Konstantinos
7
Jokung Nguena, Octave
4
Mondello, Gérard
3
Zenaidi, Amel
3
Belghitar, Yacine
2
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2
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2
Mitra, Sovan
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1
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1
ECG report
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
37
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1
Modelling and measuring the sovereign borrower's option to default
Clark, Ephraim
- In:
Progress in financial markets research
,
(pp. 15-23)
.
2012
Persistent link: https://www.econbiz.de/10009678571
Saved in:
2
Pricing the cost of expropriation risk
Clark, Ephraim
- In:
Review of international economics
11
(
2003
)
2
,
pp. 412-422
Persistent link: https://www.econbiz.de/10001760814
Saved in:
3
Political risk in Hong Kong and Taiwan : pricing the China factor
Clark, Ephraim
- In:
Journal of economic integration
13
(
1998
)
2
,
pp. 276-291
Persistent link: https://www.econbiz.de/10001337840
Saved in:
4
Valuing political risk
Clark, Ephraim
- In:
Journal of international money and finance
16
(
1997
)
3
,
pp. 477-490
Persistent link: https://www.econbiz.de/10001225548
Saved in:
5
Making inefficient market indices efficient
Clark, Ephraim
;
Jokung Nguena, Octave
;
Kassimatis, …
- In:
European journal of operational research : EJOR
209
(
2011
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10008798683
Saved in:
6
The role of regulatory credibility in effective bank regulation
Clark, Ephraim
;
Jokung Nguena, Octave
- In:
Journal of banking & finance
50
(
2015
),
pp. 506-513
Persistent link: https://www.econbiz.de/10010510190
Saved in:
7
International equity flows, marginal conditional stochastic dominance and diversification
Clark, Ephraim
;
Kassimatis, Konstantinos
- In:
Review of quantitative finance and accounting
40
(
2013
)
2
,
pp. 251-271
Persistent link: https://www.econbiz.de/10009708118
Saved in:
8
Foreign currency derivative use and shareholder value
Belghitar, Yacine
;
Clark, Ephraim
;
Mefteh, Salma
- In:
International review of financial analysis
29
(
2013
),
pp. 283-293
Persistent link: https://www.econbiz.de/10010244931
Saved in:
9
An alternative measure of the "world market portfolio" : determinants efficiency, and information content
Clark, Ephraim
;
Kassimatis, Konstantinos
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 724-748
Persistent link: https://www.econbiz.de/10009268777
Saved in:
10
The prudential effect of strategic institutional ownership on stock performance
Belghitar, Yacine
;
Clark, Ephraim
;
Kassimatis, Konstantinos
- In:
International review of financial analysis
20
(
2011
)
4
,
pp. 191-199
Persistent link: https://www.econbiz.de/10009295716
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