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Williams, Julian M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,488 |
Total
Citations
10 |
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1.
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Credit Derivatives and the Default Risk of Large Complex Financial Institutions
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Calice, Giovanni
University of Birmingham - Department of Economics Ioannides, Christos
University of Bath - Department of Economics Williams, Julian M.
University of Aberdeen Business School
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Posted:
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13 Aug 09
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Last Revised:
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03 Mar 11
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639
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Calice, Giovanni
University of Birmingham - Department of Economics Ioannides, Christos
University of Bath - Department of Economics Williams, Julian M.
University of Aberdeen Business School
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57
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distance to default, credit derivatives, credit default swap index, financial stability
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Calice, Giovanni
University of Birmingham - Department of Economics Ioannidis, Christos
University of Bath-Department of Economics Williams, Julian M.
University of Aberdeen Business School
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21 Jul 10
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Last Revised:
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13 Feb 11
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164
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distance to default, credit derivatives, credit default swap index, financial stability
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Calice, Giovanni
University of Birmingham - Department of Economics Ioannidis, Christos
University of Bath-Department of Economics Williams, Julian M.
University of Aberdeen Business School
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177
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distance to default, credit derivatives, credit default swap index, financial stability
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Ioannidis, Christos
University of Bath-Department of Economics Williams, Julian M.
University of Aberdeen Business School Calice, Giovanni
University of Birmingham - Department of Economics
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241
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distance to default, credit derivatives, credit default swap index, financial stability
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2.
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Calice, Giovanni
University of Birmingham - Department of Economics Ioannidis, Christos
University of Bath-Department of Economics Williams, Julian M.
University of Aberdeen Business School
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21 Mar 09
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Last Revised:
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13 Jul 09
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414
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Banks, Distance to Default, Credit Derivatives, Mutlivariate Volatility
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3.
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Williams, Julian M.
University of Aberdeen Business School Ioannidis, Christos
University of Bath-Department of Economics
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332
(42,794)
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1
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Higher Moments, Asset Allocation, Portfolio Selection, Utility Theory
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4.
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Liquidity Spillovers in Sovereign Bond and CDS Markets: An Analysis of The Eurozone Sovereign Debt Crisis
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Versions (2)
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Calice, Giovanni
University of Birmingham - Department of Economics Chen, Jing
Swansea University Williams, Julian M.
University of Aberdeen Business School
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Posted:
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29 Jul 11
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Last Revised:
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21 Jan 12
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276
(53,053)
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4
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Calice, Giovanni
University of Birmingham - Department of Economics Chen, Jing
Swansea University Williams, Julian M.
University of Aberdeen Business School
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20 Dec 11
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Last Revised:
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21 Jan 12
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40
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2
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Credit Default Swaps, Liquidity, Sovereign Bonds, Credit Spreads
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Calice, Giovanni
University of Birmingham - Department of Economics Chen, Jing
Swansea University Williams, Julian M.
University of Aberdeen Business School
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| Posted: |
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29 Jul 11
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Last Revised:
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17 Sep 11
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236
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4
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credit derivatives, liquidity, sovereign bonds, credit spreads
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5.
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Williams, Julian M.
University of Aberdeen Business School Ioannidis, Christos
University of Bath-Department of Economics
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169
(87,866)
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1
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Stochastic Volatility, Multivariate Pricing Models, Hedging
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6.
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Calice, Giovanni
University of Birmingham - Department of Economics Chen, Jing
Swansea University Williams, Julian M.
University of Aberdeen Business School
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16 Jan 11
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Last Revised:
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08 Feb 11
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146
(100,256)
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1
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Capital Structure Arbitrage, Credit Default Swaps, Portfolio Management
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7.
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Regulatory Changes, Market Integration and Spill-Over Effects in the Chinese A, B and Hong Kong Equity Markets
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Versions (2)
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Chen, Jing
Swansea University Buckland, Roger
University of Aberdeen - Business School Williams, Julian M.
University of Aberdeen Business School
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Posted:
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07 Dec 09
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Last Revised:
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08 Dec 09
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144
(101,507)
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2
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Buckland, Roger
University of Aberdeen - Business School Williams, Julian M.
University of Aberdeen Business School Chen, Jing
Swansea University
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47
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2
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Chinese Equity Markets, Segmentation, Co-integration, Spill-over
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Chen, Jing
Swansea University Buckland, Roger
University of Aberdeen - Business School Williams, Julian M.
University of Aberdeen Business School
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97
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2
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Chinese Equity Markets, Segmentation, Co-integration, Spill-over
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8.
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Chen, Jing
Swansea University Williams, Julian M.
University of Aberdeen Business School Buckle, Mike
University of Wales, Swansea - School of Business and Economics
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103
(132,436)
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1
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Realized Covariance, Microstructure, Wishart Distribution
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9.
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Calice, Giovanni
University of Birmingham - Department of Economics Ioannidis, Christos
University of Bath-Department of Economics Williams, Julian M.
University of Aberdeen Business School
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91
(144,068)
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distance of default, credit derivatives, credit default swap index, financial stability
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10.
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Chen, Jing
Swansea University Buckle, Mike
University of Wales, Swansea - School of Business and Economics Williams, Julian M.
University of Aberdeen Business School
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60
(183,805)
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Higher Moments, Asset Allocation, Portfolio Management, Co-movement
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11.
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Chen, Jing
Swansea University Williams, Julian M.
University of Aberdeen Business School Black, Angela J.
University of Aberdeen - Business School Gustap, Oleg
Nutmeg Saving and Investment Limited
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58
(186,912)
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Autoregressive Jump Models, GARCH, Volatility, Option Pricing
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12.
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Chen, Jing
Swansea University Williams, Julian M.
University of Aberdeen Business School Buckland, Roger
University of Aberdeen - Business School
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| Posted: |
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17 Jan 11
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Last Revised:
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15 Feb 11
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56
(190,124)
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Microstructure, Time Varying Vector Autoregression, Informed Trading
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