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Option pricing under time-varying risk-aversion with applications to risk forecasting
Option pricing under time-varying risk-aversion with applications to risk forecasting
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Option pricing under time-varying risk-aversion with applications to risk forecasting

Journal of banking & finance, 2017-03 [Peer Reviewed Journal]

info:eu-repo/semantics/openAccess ;ISSN: 0378-4266 ;EISSN: 1872-6372 ;DOI: 10.1016/j.jbankfin.2016.11.006

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2
Ups and downs in finance, ups without downs in inequality
Ups and downs in finance, ups without downs in inequality
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Ups and downs in finance, ups without downs in inequality

IDEAS Working Paper Series from RePEc, 2023-07, Vol.21 (3), p.1601-1627 [Peer Reviewed Journal]

The Author(s) 2022. Published by Oxford University Press and the Society for the Advancement of Socio-Economics. 2022 ;2022. Notwithstanding the ProQuest Terms and conditions, you may use this content in accordance with the associated terms available at https://research.stlouisfed.org/research_terms.html . ;info:eu-repo/semantics/openAccess ;Attribution - NonCommercial - NoDerivatives ;ISSN: 1475-1461 ;ISSN: 1475-147X ;EISSN: 1475-147X ;DOI: 10.1093/ser/mwac036

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3
CREDIT RATING AND DEBT CRISES
CREDIT RATING AND DEBT CRISES
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CREDIT RATING AND DEBT CRISES

International economic review (Philadelphia), 2018-05 [Peer Reviewed Journal]

info:eu-repo/semantics/openAccess ;ISSN: 0020-6598 ;EISSN: 1468-2354 ;DOI: 10.1111/iere.12293

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4
Export market risk and the role of state credit guarantees
Export market risk and the role of state credit guarantees
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Export market risk and the role of state credit guarantees

International economics and economic policy, 2021-02, Vol.18 (1), p.25-72 [Peer Reviewed Journal]

The Author(s) 2021. corrected publication 2021 ;COPYRIGHT 2021 Springer ;The Author(s) 2021. corrected publication 2021. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;info:eu-repo/semantics/openAccess ;ISSN: 1612-4812 ;ISSN: 1612-4804 ;EISSN: 1612-4812 ;DOI: 10.1007/s10368-020-00466-2

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5
Risk aggregation in Solvency II through recursive log-normals
Risk aggregation in Solvency II through recursive log-normals
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Risk aggregation in Solvency II through recursive log-normals

Insurance, mathematics & economics, 2017-03 [Peer Reviewed Journal]

info:eu-repo/semantics/openAccess ;cc-by-nc-nd (c) Elsevier B.V., 2017 info:eu-repo/semantics/embargoedAccess http://creativecommons.org/licenses/by-nc-nd/3.0/es ;ISSN: 0167-6687 ;EISSN: 1873-5959 ;DOI: 10.1016/j.insmatheco.2016.12.006

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6
Integrated Reporting and Sustainable Corporate Governance from European Perspective
Integrated Reporting and Sustainable Corporate Governance from European Perspective
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Integrated Reporting and Sustainable Corporate Governance from European Perspective

Accounting, economics, and law, 2020-07, Vol.10 (2) [Peer Reviewed Journal]

2020 CONVIVIUM, association loi de 1901 ;info:eu-repo/semantics/openAccess ;ISSN: 2194-6051 ;EISSN: 2152-2820 ;DOI: 10.1515/ael-2018-0048

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