|
Publications/Projects
1) Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices , (w/ W. Semmler), working paper
2) Export Performance and Wage Levels in U.S. Manufacturing, (w/ J.
Evans), working paper
3) IT Tools for Financial Asset Management & Engineering, (book chapter)
in: The Companion to Financial Engineering, (T. Beder & C. Marshall, editors), Wiley-Blackwell, forthcoming
4) Banking, Complex Securities, and the Credit Crisis, (w/ W. Semmler),
Economic & Political Weekly, VOL 44, No. 13, March 28 - April 03, 2009
5) Credit Risk, Credit Derivatives, and Firm Value-Based Models, (w/ W.
Semmler & M. Roberts), Investment Management and Financial Innovations, Volume 5, Issue 4, 2008
6) Firm Value, Diversified Capital Assets, and Credit Risk: Towards a Theory
of Default Correlation, (w/ L. Grüne & W. Semmler), Journal of Credit Risk, 3(4) Winter 2007/08
7) The Foundations of Credit Risk Analysis, (edited w/ W. Semmler), Edward
Elgar Publishing Ltd., Cheltenham, United Kingdom, 2007
Conferences (Recent & Upcoming)
1) 19-21 June, 2008: 2nd International Workshop on Computational and
Financial Econometrics Neuchâtel, Switzerland
2) 21-22 May, 2007: International Center for Decision & Risk Analysis (ICDRiA)
University of Texas, Dallas, TX
3) 22-24 June, 2006: 12th International Conference on Computing In Economics
and Finance Limassol, Cyprus
|