Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity Kwai Sun LeungYue Kuen Kwok OriginalPaper 29 May 2009 Pages: 169 - 181
Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets Mike K. P. SoAlex S. L. Tse OriginalPaper 02 June 2009 Pages: 183 - 210
Dynamic Linkages Between the China and International Stock Markets Kui FanZudi LuShouyang Wang OriginalPaper 07 June 2009 Pages: 211 - 230
Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS Hisashi NakamuraWataru NozawaAkihiko Takahashi OriginalPaper 18 July 2009 Pages: 231 - 263