Economics, Econometrics and Finance · Social Sciences
8h-index368citations18works0.02yr avg
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Research Topics
Stochastic processes and financial applications(8), Credit Risk and Financial Regulations(5), Monetary Policy and Economic Impact(3), Corruption and Economic Development(3), Taxation and Compliance Studies(3)
Publications18 total
Joint term structures of nominal and real interest rates in a two-country setting
2013
Correlation between intensity and recovery in credit risk models
RePEc: Research Papers in Economics·2013
Mathematical Finance·2010· 2 cited
The Journal of Credit Risk·2008· 14 cited
SSRN Electronic Journal·2008· 8 citedOpen Access
SSRN Electronic Journal·2007· 2 citedOpen Access
SSRN Electronic Journal·2007· 1 citedOpen Access
Essays in option pricing and interest rate models
2006· 14 cited
European Finance Review·2006· 3 citedOpen Access
American Law and Economics Review·2005· 221 cited
SSRN Electronic Journal·2005· 9 citedOpen Access
SSRN Electronic Journal·2005· 60 citedOpen Access
Palgrave Macmillan US eBooks·2004· 9 cited
Deep Blue (University of Michigan)·2003· 11 citedOpen Access
RePEc: Research Papers in Economics·2003· 4 citedOpen Access
SSRN Electronic Journal·2003· 7 citedOpen Access
The Impact of Fiscal Decentralization on the Budget Revenue Inequality among Municipalities and Growth of Russian regions.
RePEc: Research Papers in Economics·2002· 3 cited
Socialist transformation and technical reconstruction of Ukrainian agriculture (1927-1932).
1961
Frequent Co-authors
Tomas Björk(4), Raquel M. Gaspar(4), Evgeny Yakovlev(4), Ekaterina Zhuravskaya(4)