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Modeling the Dynamics of Credi...
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United States
Option pricing theory
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Optionspreistheorie
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Volatility
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Volatilität
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Kreditderivat
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English
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Jacobs, Kris
14
Christoffersen, Peter F.
6
Li, Xiaofei
4
Coble, Keith H.
2
Ericsson, Jan
2
Pan, Xuhui
2
Chengfang, Liu
1
Coatney, Kalyn T.
1
Doshi, Hitesh
1
Elkamhi, Redouane
1
Epperson, James E.
1
Escalante, Cesar L.
1
Fournier, Mathieu
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Goyenko, Ruslan
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Gunter, Lewell F.
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Ham, John C.
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Harri, Ardian
1
Heston, Steven L.
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Karoui, Lotfi
1
Karoui, Mehdi
1
Kelly, Abby
1
Mimouni, Karim
1
Oviedo, Rodolfo
1
Renfu, Luo
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Rozelle, Scott
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Shen, Zhiwei
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Turnball, Stuart M.
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The review of financial studies
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
Agricultural finance review
1
China agricultural economic review : publ. in association with the China Agricultural University
1
Journal of industry, competition and trade : from theory to policy
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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ECONIS (ZBW)
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1
The challenges facing young workers during rural labor transition
Li, Xiaofei
;
Chengfang, Liu
;
Renfu, Luo
;
Zhang, Linxiu
; …
- In:
China agricultural economic review : publ. in …
2
(
2010
)
2
,
pp. 185-199
Persistent link: https://www.econbiz.de/10008859421
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2
Agricultural lending and early warning models of bank failures for the late 2000s Great Recession
Li, Xiaofei
;
Escalante, Cesar L.
;
Epperson, James E.
; …
- In:
Agricultural finance review
73
(
2013
)
1
,
pp. 119-135
Persistent link: https://www.econbiz.de/10009782119
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3
Subsidy incidence in the presence of Bertrand suppliers of complementary inputs : a U.S. agricultural example
Kelly, Abby
;
Coatney, Kalyn T.
;
Li, Xiaofei
;
Coble, Keith H.
- In:
Journal of industry, competition and trade : from …
20
(
2020
)
3
,
pp. 479-501
Persistent link: https://www.econbiz.de/10012299228
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4
Comparing survey-based and programme-based yield data : implications for the U.S. Agricultural Risk Coverage-County programme
Li, Xiaofei
;
Shen, Zhiwei
;
Harri, Ardian
;
Coble, Keith H.
- In:
The Geneva papers on risk and insurance - issues and …
45
(
2020
)
1
,
pp. 184-202
Persistent link: https://www.econbiz.de/10012584846
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5
Aggregate consumption and the predictability of asset returns
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 58-76
Persistent link: https://www.econbiz.de/10001441607
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6
Incomplete markets and security prices : do asset-pricing puzzles result rom aggregation problems?
Jacobs, Kris
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 123-163
Persistent link: https://www.econbiz.de/10001355204
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7
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
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8
The determinants of credit default swap premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo, Rodolfo
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10003854347
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9
The cross section of recovery rates and default probabilities implied by credit default swap spreads
Elkamhi, Redouane
;
Jacobs, Kris
;
Pan, Xuhui
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10010408536
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10
Idiosyncratic consumption risk and the cross section of asset returns
Jacobs, Kris
;
Wang, Kevin Q.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2211-2252
Persistent link: https://www.econbiz.de/10002251494
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