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Estimating implied recovery rates from the term structure of CDS spreads
Jaskowski, Marcin; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724144
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Volatility smirk as an externality of agency conflict and growing debt
Jaskowski, Marcin; McAleer, Michael - In: International journal of economic theory 11 (2015) 4, pp. 389-404
Persistent link: https://www.econbiz.de/10011415577
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Spurious cross-sectional dependence in credit spread changes
Jaskowski, Marcin; McAleer, Michael - 2018 - Revised: August 2018
Persistent link: https://www.econbiz.de/10011898052
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Specification tests for separate models : A survey
McAleer, Michael; MacAleer, Michael - 1984
Persistent link: https://www.econbiz.de/10000007938
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The geometry of specification error
Fisher, Gordon R.; Fisher, Gordon; MacAleer, Michael - 1984 - (Rev.)
Persistent link: https://www.econbiz.de/10000012602
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The Ten Commandments for optimizing Value-at-Risk and daily capital charges
McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003780795
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The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael - In: Journal of economic surveys 23 (2009) 5, pp. 831-849
Persistent link: https://www.econbiz.de/10003906434
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The econometrics of intellectual property : an overview
McAleer, Michael - In: Journal of econometrics 139 (2007) 2, pp. 237-241
Persistent link: https://www.econbiz.de/10003485352
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The Ten Commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael - In: Issues in finance : credit, crises and policies, (pp. 39-57). 2010
Persistent link: https://www.econbiz.de/10009010318
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The fundamental equation in tourism finance
McAleer, Michael - 2015
The purpose of the paper is to present the fundamental equation in tourism finance that connects tourism research to empirical finance and financial econometrics. The energy industry, which includes, oil, gas and bio-energy fuels, together with the tourism industry, are two of the most important...
Persistent link: https://www.econbiz.de/10011391546