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Credit contagion in the presen...
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Poon, Ser-Huang
183
Christodoulakis, George A.
26
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23
Vitiello, Luiz
20
Rockinger, Michael
15
Lin, Ming-Tsung
14
Tawn, Jonathan
14
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12
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9
Kolokolova, Olga
9
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8
Chen, Ke
8
Gan, Bing
8
Khan, Aisha
8
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8
Stathopoulos, Konstantinos
8
Guan, Eric
7
Zhang, Dongxu
7
Batiz-Zuk, Enrique
6
Blair, Bevan J.
6
Granger, Clive W. J.
6
Hein, Julia
6
Golub, Anton
5
Guan, Zhenke
5
Mamatzakis, Emmanuel C.
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Martens, Martin
5
Poon, Ser-huang
5
Stilger, Przemyslaw Stan
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Taylor, Stephen
5
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4
Lee, Yong Woong
4
Pope, Peter F.
4
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4
Ruban, Oleg A.
4
Xu, Dong-Ling
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Handbook of Research Methods and Applications in Empirical Finance
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Managing risks in the European periphery debt crisis : lessons from the trade-off between economics, politics and the financial markets
2
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ECONIS (ZBW)
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71
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 69-92
Persistent link: https://www.econbiz.de/10010425019
Saved in:
72
Market liquidity and institutional trading during the 2007 - 8 financial crisis
Poon, Ser-Huang
;
Rockinger, Michael
;
Stathopoulos, …
- In:
International review of financial analysis
30
(
2013
),
pp. 86-97
Persistent link: https://www.econbiz.de/10010459996
Saved in:
73
General equilibrium and risk neutral framework for option pricing with a mixture of distributions
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 48-60
Persistent link: https://www.econbiz.de/10003733227
Saved in:
74
Loan portfolio loss models with more flexible asymmetry and tails for Korean banks and a comparison of their regional concentrations
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
3
,
pp. 118-139
Persistent link: https://www.econbiz.de/10011404418
Saved in:
75
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 319-329
Persistent link: https://www.econbiz.de/10001688802
Saved in:
76
Forecasting S&P 100 volatility : the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
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77
Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
Saved in:
78
Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin
;
Poon, Ser-Huang
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1805-1827
Persistent link: https://www.econbiz.de/10001608846
Saved in:
79
Forecasting volatility in financial markets : a review
Poon, Ser-Huang
;
Granger, C. W. J.
- In:
Journal of economic literature
41
(
2003
)
2
,
pp. 478-539
Persistent link: https://www.econbiz.de/10001783912
Saved in:
80
Asset pricing in discrete time : a complete markets approach
Poon, Ser-Huang
;
Stapleton, Richard C.
-
2005
-
1. publ.
Persistent link: https://www.econbiz.de/10002064666
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