SETS, arbitrage activity, and stock price dynamics
Article Abstract:
A study of a stock exchange trading system and the behaviour of investors before and after the introduction of an electronic trading system is presented, with focus on the effect on arbitrage activity.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2000
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Empirical credit cycles and capital buffer formation
Article Abstract:
Time series analysis, which is used to examine the impact of business cycles on business failures during 1927-1997, is presented.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Discrete versus continuous state switching models for portfolio credit risk
Article Abstract:
Discrete model and continuous model that are used for ascertaining dynamic credit risk are evaluated.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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