Examining the validity of credit ratings assigned to credit derivatives

von Lee, Chih-Wei
Veröffentlicht in Global credit review (2015)

Combining hazard rates with the CreditGrades model : a hybrid method to value CDS contracts

von Lee, Chih-Wei
Veröffentlicht in International journal of financial engineering (2015)

Integrating market and credit risk using a simplified frailty default correlation structure

von Kuo, Cheng-kun
Veröffentlicht in The journal of fixed income (2007)

Annoucement effects and asymmetric volatility in industry stock returns : evidence from Taiwan

von Lee, Chih-Wei
Veröffentlicht in Emerging markets finance & trade (2011)

Evaluation of multi-asset value at risk : evidence from Taiwan

von Wu, Po-cheng
Veröffentlicht in Global journal of business research (2012)

Pricing of payment deferred vulnerable options and its application to vulnerable range accrual notes

von Wu, Po-cheng
Veröffentlicht in The international journal of business and finance research (2012)

A poisson model with common shocks for CDO valuation

von Lee, Chih-Wei
Veröffentlicht in The journal of fixed income (2004)

Do the loss patterns of financial assets influence investors' perceived risk? : from the perspective of loss aversion

von Sheu, Her-jiun
Veröffentlicht in Journal of financial studies (2023)