Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
A probabilistic graphical models approach to model interconnectedness | 2020 | |||
A Liquidity Index | The Journal of Fixed Income | 3 | 2016 | |
The econometrics of bayesian graphical models: a review with financial application | 2016 | |||
Valuing Financial Assets with Liquidity Discount: An Implication for Basel III | The Journal of Fixed Income | 5 | 2013 | |
Valuing a Liquidity Discount | The Journal of Fixed Income | 14 | 2012 |