Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Cross-asset trading"'
Motivated by the empirical evidence of high-frequency lead-lag effects and cross-asset linkages, we introduce a multi-asset price formation model which generalizes standard univariate microstructure models of lagged price adjustment. Econometric infe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7138224a2433e0e3f63d3e7398268dcc
http://hdl.handle.net/10281/266189
http://hdl.handle.net/10281/266189
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Campi, Luciano, Sbuelz, Alessandro
Publikováno v:
Risk letters
Risk letters, 2005, 1 (3)
Risk Letters, 1(3)
Risk letters, 2005, 1 (3)
Risk Letters, 1(3)
International audience
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::153f328eeb1b527605ad2bc4f393734d
https://hal.archives-ouvertes.fr/hal-00534284
https://hal.archives-ouvertes.fr/hal-00534284
Equity Default Swaps are new equity derivatives designed as a product for credit investors.Equipped with a novel pricing result, we provide closedform values that give an analytic contribution to the viability of cross-asset trading related to credit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dris___01181::bf8968d0aafb8f65dc7728e4d51a16e1
https://research.tilburguniversity.edu/en/publications/f10edfa3-d4c3-489b-bffe-46ff4d7349a1
https://research.tilburguniversity.edu/en/publications/f10edfa3-d4c3-489b-bffe-46ff4d7349a1
Autor:
Campi, L., Sbuelz, A.
Equity Default Swaps are new equity derivatives designed as a product for credit investors.Equipped with a novel pricing result, we provide closedform values that give an analytic contribution to the viability of cross-asset trading related to credit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::39b79b40bafac4fd378088882fd3d03d
http://arno.uvt.nl/show.cgi?fid=53726
http://arno.uvt.nl/show.cgi?fid=53726
Equity Default Swaps are new equity derivatives designed as a product for credit investors.Equipped with a novel pricing result, we provide closedform values that give an analytic contribution to the viability of cross-asset trading related to credit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dris___00893::e6930c2d7cd80e436ea5914401be6523