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Jan Ericsson

McGill University

19H指数
52论文数
1.8K被引数
收录论文 5
发表时间
The risk and return of equity and credit index options
err2024-11-01
err0
PREAI
errDoshi, Hitesh; Ericsson, Jan; Fournier, Mathieu; Seo, Sang Byung
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Time-Varying Asset Volatility and the Credit Spread Puzzle
err2019-04-09
err49
PREAI
errDu, Du; Elkamhi, Redouane; Ericsson, Jan
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Pricing Credit Default Swaps with Observable Covariates
err2013-04-05
err43
PREAI
errDoshi, Hitesh; Ericsson, Jan; Jacobs, Kris; Turnbull, Stuart M.
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The Determinants of Credit Default Swap Premia
err2009-02-01
err366
errOAAI
errEricsson, Jan; Jacobs, Kris; Oviedo, Rodolfo
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Liquidity and credit risk
err2006-09-19
err203
errOAAI
errEricsson, Jan; Renault, Olivier
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