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- 2006
-
Mark
The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?
2006) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Using Extreme Value Theory to Estimate the Likelihood of Banking Sector Failure
(
- Contribution to journal › Article
-
Mark
Cross-Sectional Correlation: New Evidence on Changing Correlations and Correlation Breakdown in Equity Markets
(
- Contribution to journal › Article
-
Mark
Merton Unraveled: A Flexible Way of Modelling Default Risk
(
- Contribution to journal › Article
-
Mark
Merton Unraveled: A Flexible Way of Modelling Default (abridged version)
(
- Contribution to journal › Article
- 2005
-
Mark
Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures
2005) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis
2005) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Default Probabilities According to the Bond Market
2005) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
2005) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Using Credit Derivatives to Compute Market Wide Default Probability Term Structures
(
- Contribution to journal › Article