1. A multivariate stochastic volatility model with applications in the foreign exchange market

   • Marcos Escobar
   • Christoph Gschnaidtner

   OriginalPaper 20 March 2017 Pages: 1 - 43

   

2. Did crisis alter trading of two major oil futures markets?

   • Iman Adeinat
   • Naseem Al Rahahleh
   • Peihwang Wei

   OriginalPaper 19 April 2017 Pages: 45 - 61

   

3. The determinants of CDS spreads: evidence from the model space

   • Matthias Pelster
   • Johannes Vilsmeier

   OriginalPaper 26 June 2017 Pages: 63 - 118

   

4. Tempered stable structural model in pricing credit spread and credit default swap

   • Sung Ik Kim
   • Young Shin Kim

   OriginalPaper 05 July 2017 Pages: 119 - 148