A multivariate stochastic volatility model with applications in the foreign exchange market Marcos EscobarChristoph Gschnaidtner OriginalPaper 20 March 2017 Pages: 1 - 43
Did crisis alter trading of two major oil futures markets? Iman AdeinatNaseem Al RahahlehPeihwang Wei OriginalPaper 19 April 2017 Pages: 45 - 61
The determinants of CDS spreads: evidence from the model space Matthias PelsterJohannes Vilsmeier OriginalPaper 26 June 2017 Pages: 63 - 118
Tempered stable structural model in pricing credit spread and credit default swap Sung Ik KimYoung Shin Kim OriginalPaper 05 July 2017 Pages: 119 - 148