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How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries 期刊论文
FINANCE RESEARCH LETTERS, 2020, 卷号: 34
作者:  Wang, Jun;  Sun, Xiaolei;  Li, Jianping
收藏  |  浏览/下载:2/0  |  提交时间:2021/01/16
Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia 期刊论文
APPLIED ECONOMICS LETTERS, 2020
作者:  Liu, Chang;  Li, Jianping;  Sun, Xiaolei;  Chen, Jianming
收藏  |  浏览/下载:2/0  |  提交时间:2021/01/16
An enhanced decision support approach for learning and tracking derivative index 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2019, 卷号: 88, 页码: 63-76
作者:  Wu, Dexiang;  Wu, Desheng Dash
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/30
Credit default swap spreads and annual report readability 期刊论文
Review of Quantitative Finance and Accounting, 2018, 卷号: 50, 页码: 591-621
作者:  Hu, Nan;  Liu, Ling;  Zhu, Lu
收藏  |  浏览/下载:6/0  |  提交时间:2019/11/26
BROWNIAN BRIDGES ON RANDOM INTERVALS 期刊论文
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2017, 卷号: 61, 期号: 1, 页码: 15-39
作者:  Bedini, M. L.;  Buckdahn, R.;  Engelbert, H. -J.
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/12
A Markov Copula Model with Regime Switching and Its Application 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2016, 卷号: 32, 期号: 1, 页码: 163-174
作者:  Liang, Xue
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2014, 卷号: 230, 页码: 290-302
作者:  Liang, Xue;  Wang, Guojing;  Li, Hong
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
The Number of State Variables for CDS Pricing 研究报告
2013
Biao Guo; Qian Han and Doojin Ryu   
收藏  |  浏览/下载:4/0  |  提交时间:2013/11/08
Term Structure of Default-Free and Defaultable Securities: Theory and Empirical Evidence 期刊论文
http://www.wise.xmu.edu.cn/paperInfor.asp?id=161, 2013
Hai Lin; Chunchi Wu
收藏  |  浏览/下载:7/0  |  提交时间:2013/11/08
Pricing basket credit default swap based on mix copula functions 会议论文
19th International Conference on Industrial Engineering and Engineering Management: Engineering Management, Changsha, 2012-10-27
作者:  Liu Y.-P.;  Liu J.-H.;  Shao P.
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/13


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