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There are 20920 results for: content related to: Inferring Default Correlation from Equity Return Correlation

  1. Inferring Default Correlation from Equity Return Correlation

    European Financial Management

    Volume 21, Issue 2, March 2015, Pages: 333–359, Sheen Liu, Howard Qi, Jian Shi and Yan Alice Xie

    Article first published online : 11 MAR 2015, DOI: 10.1111/eufm.12016

  2. Managers’ Private Information, Investor Underreaction and Long-Run SEO Performance

    European Financial Management

    Volume 19, Issue 5, November 2013, Pages: 956–990, Pawel Bilinski and Norman Strong

    Article first published online : 31 JUL 2011, DOI: 10.1111/j.1468-036X.2011.00616.x

  3. Change Analysis for the Dependence Structure and Dynamic Pricing of Basket Default Swaps

    European Financial Management

    Ping Li and Ze-Zheng Li

    Article first published online : 1 DEC 2013, DOI: 10.1111/eufm.12036

  4. Understanding Short- versus Long-Run Risk Premia

    European Financial Management

    Volume 20, Issue 4, September 2014, Pages: 714–738, Andrea Buraschi and Andrea Carnelli

    Article first published online : 4 SEP 2013, DOI: 10.1111/j.1468-036X.2013.12027.x

  5. Multifactor Models and their Consistency with the ICAPM: Evidence from the European Stock Market

    European Financial Management

    Fabian T. Lutzenberger

    Article first published online : 12 AUG 2014, DOI: 10.1111/eufm.12050

  6. Diversification, Size and Risk: the Case of Bank Acquisitions of Nonbank Financial Firms*

    European Financial Management

    Barbara Casu, Panagiotis Dontis-Charitos, Sotiris Staikouras and Jonathan Williams

    Article first published online : 17 MAR 2015, DOI: 10.1111/eufm.12061

  7. Cash Flow Multipliers and Optimal Investment Decisions

    European Financial Management

    Volume 21, Issue 3, June 2015, Pages: 399–429, Holger Kraft and Eduardo Schwartz

    Article first published online : 6 JUN 2014, DOI: 10.1111/eufm.12047

  8. The Impact of Quantitative Methods on Hedge Fund Performance

    European Financial Management

    Volume 20, Issue 5, November 2014, Pages: 857–890, Ludwig Chincarini

    Article first published online : 21 NOV 2013, DOI: 10.1111/eufm.12035

  9. On the strong cell decomposition property for weakly o-minimal structures

    Mathematical Logic Quarterly

    Volume 59, Issue 6, November 2013, Pages: 452–470, Roman Wencel

    Article first published online : 31 OCT 2013, DOI: 10.1002/malq.201200016

  10. The Economics of Donations and Enlightened Self-interest

    European Financial Management

    Volume 20, Issue 1, January 2014, Pages: 1–32, Andrea Buraschi and Francesca Cornelli

    Article first published online : 25 AUG 2013, DOI: 10.1111/j.1468-036X.2013.12030.x

  11. Short-term Herding of Institutional Traders: New Evidence from the German Stock Market

    European Financial Management

    Volume 19, Issue 4, September 2013, Pages: 730–746, Stephanie Kremer and Dieter Nautz

    Article first published online : 19 APR 2011, DOI: 10.1111/j.1468-036X.2011.00607.x

  12. Liquidity, Liquidity Risk and Stock Returns: Evidence from Japan

    European Financial Management

    Volume 20, Issue 1, January 2014, Pages: 126–151, Bo Li, Qian Sun and Changyun Wang

    Article first published online : 2 SEP 2011, DOI: 10.1111/j.1468-036X.2011.00629.x

  13. On Persistent Demand Shortages: A Behavioural Approach

    Japanese Economic Review

    Volume 65, Issue 1, March 2014, Pages: 42–69, Yoshiyasu Ono and Junichiro Ishida

    Article first published online : 23 MAY 2013, DOI: 10.1111/jere.12016

  14. Hedge Fund Activism and Information Disclosure: the Case of Germany

    European Financial Management

    Volume 19, Issue 5, November 2013, Pages: 1017–1050, Peter Weber and Heinz Zimmermann

    Article first published online : 30 SEP 2011, DOI: 10.1111/j.1468-036X.2011.00626.x

  15. IRC and CRM: Modelling Framework for the ‘Basel 2.5’ Risk Measures

    European Financial Management

    Volume 19, Issue 4, September 2013, Pages: 801–829, Sascha Wilkens, Jean-Baptiste Brunac and Vladimir Chorniy

    Article first published online : 29 MAY 2013, DOI: 10.1111/j.1468-036X.2013.12015.x

  16. Unique Option Pricing Measure with neither Dynamic Hedging nor Complete Markets

    European Financial Management

    Volume 21, Issue 2, March 2015, Pages: 228–235, Nassim Nicholas Taleb

    Article first published online : 11 MAR 2015, DOI: 10.1111/eufm.12055

  17. Rough singular integrals and maximal operators with mixed homogeneity along compound curves

    Mathematische Nachrichten

    Volume 287, Issue 10, July 2014, Pages: 1166–1182, Feng Liu, Huoxiong Wu

    Article first published online : 1 FEB 2014, DOI: 10.1002/mana.201300016

  18. Time-Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times

    European Financial Management

    Volume 21, Issue 3, June 2015, Pages: 430–461, Santiago Forte and Lidija Lovreta

    Article first published online : 13 JUN 2013, DOI: 10.1111/j.1468-036X.2013.12020.x

  19. Can Internet Search Queries Help to Predict Stock Market Volatility?

    European Financial Management

    Thomas Dimpfl and Stephan Jank

    Article first published online : 4 FEB 2015, DOI: 10.1111/eufm.12058

  20. An International Perspective on Risk Management Quality

    European Financial Management

    Volume 19, Issue 5, November 2013, Pages: 935–955, Svetlana Mira and Nicholas Taylor

    Article first published online : 6 JUN 2011, DOI: 10.1111/j.1468-036X.2011.00611.x