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在“Elsevier电子期刊”中，命中：59条，耗时：小于0.01 秒

在所有数据库中总计命中：345条

1.Liquidity basis between credit default swaps and corporate bonds markets

作者：Kwanho Kim ^{kimk@chungbuk.ac.kr}

关键词：G1 ; G12 ; G13

刊名：International Review of Economics & Finance

出版年：2017

2.A quantum anharmonic oscillator model for the stock market

作者：Tingting Gao ; Yu Chen ; ^{chen@k.u-tokyo.ac.jp}

关键词：Quantum anharmonic oscillator ; Stock market ; Potential operator ; Probability distribution

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

3.Central bank collateral frameworks

作者：Kjell G. Nyborg ^{kjell.nyborg@bf.uzh.ch}

关键词：Central bank ; Banks ; Collateral ; Money ; Liquidity ; Monetary system ; Financial system ; Monetary policy ; Ratings ; Guarantees ; Haircuts ; Eurosystem ; ECB

刊名：Journal of Banking & Finance

出版年：2017

4.Valuation in Illiquid Markets

作者：Ernst Eberlein ^{eberlein@stochastik.uni-freiburg.de" class="auth_mail" title="E-mail the corresponding author}

关键词：two price valuation theory ; acceptability ; illiquid markets ; distortions ; nonlinear expectation operators

刊名：Procedia Economics and Finance

出版年：2015

5.Too much of a good thing? A theory of short-term debt as a sorting device

作者：Philipp Johann Kö ; nig ; ^{pkoenig@diw.de" class="auth_mail" title="E-mail the corresponding author} ; David Pothier

关键词：Debt maturity ; Asymmetric information ; Liquidity risk

刊名：Journal of Financial Intermediation

出版年：2016

6.The ECB's OMTs: A tale of governments, investors, and the central bank

作者：Nuno Cassola^a ; José ; Jorge^b ; ^{jjorge@fep.up.pt" class="auth_mail" title="E-mail the corresponding author}

关键词：C72 ; D82 ; F33

刊名：Journal of International Money and Finance

出版年：2016

7.The reward for trading illiquid maturities in credit default swap markets

作者：Armen Arakelyan^a ; ^{armen@cunef.edu" class="auth_mail" title="E-mail the corresponding author} ; Gonzalo Rubio^b ; ^{gonzalo.rubio@uch.ceu.es" class="auth_mail" title="E-mail the corresponding author} ; Pedro Serrano^c ; ^{pedrojose.serrano@uc3m.es" class="auth_mail" title="E-mail the corresponding author}

关键词：Credit default swaps ; Illiquidity term structure ; Intensity models ; Default risk premium ; Illiquidity risk premium

刊名：International Review of Economics & Finance

出版年：2015

8.Liquidity and stock returns: Evidence from international markets

作者：Thomas C. Chiang^a ; ^{chiangtc@drexel.edu" class="auth_mail" title="E-mail the corresponding author} ; Dazhi Zheng^b ; ^{dzheng@wcupa.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：Asset pricing ; Liquidity ; Fama&ndash ; French three-factor model ; International stock market

刊名：Global Finance Journal

出版年：2015

9.Time-varying regional and global integration and contagion: Evidence from style portfolios

作者：Sungjun Cho^a ; ^{sungjun.cho@mbs.ac.uk" class="auth_mail" title="E-mail the corresponding author} ; Stuart Hyde^a ; ^{stuart.hyde@mbs.ac.uk" class="auth_mail" title="E-mail the corresponding author} ; Ngoc Nguyen^b ; ^{ngoc.nguyen@abdn.ac.uk" class="auth_mail" title="E-mail the corresponding author}

关键词：Financial crisis ; Contagion ; Comovement ; Regime switching ; Style investing

刊名：International Review of Financial Analysis

出版年：2015

10.A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets

作者：Rafael Company ; Lucas J¨®dar ; Jos¨¦-Ram¨®n Pintos

关键词：Nonlinear Numerical Analysis ; Simulation ; Option Pricing ; Illiquid Markets

刊名：Mathematics and Computers in Simulation

出版年：2012

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