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Citations of
Raquel Medeiros Gaspar

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Access and download statistics

Working papers

  1. Gaspar, Raquel M. & Slinko, Irina, 2005. "Correlation Between Intensity and Recovery in Credit Risk Models," Working Paper Series in Economics and Finance 614, Stockholm School of Economics. [Downloadable!]

    Cited by:

    1. Gaspar, Raquel M. & Schmidt, Thorsten, 2005. "Quadratic Portfolio Credit Risk models with Shot-noise Effects," Working Paper Series in Economics and Finance 616, Stockholm School of Economics. [Downloadable!]

  2. Gaspar, Raquel M. & Schmidt, Thorsten, 2005. "Quadratic Portfolio Credit Risk models with Shot-noise Effects," Working Paper Series in Economics and Finance 616, Stockholm School of Economics. [Downloadable!]

    Cited by:

    1. Gaspar, Raquel M. & Slinko, Irina, 2005. "Correlation Between Intensity and Recovery in Credit Risk Models," Working Paper Series in Economics and Finance 614, Stockholm School of Economics. [Downloadable!]

  3. Gaspar, Raquel M., 2004. "General Quadratic Term Structures of Bond, Futures and Forward Prices," Working Paper Series in Economics and Finance 559, Stockholm School of Economics. [Downloadable!]

    Cited by:

    1. Gaspar, Raquel M. & Schmidt, Thorsten, 2005. "Quadratic Portfolio Credit Risk models with Shot-noise Effects," Working Paper Series in Economics and Finance 616, Stockholm School of Economics. [Downloadable!]
    2. Gaspar, Raquel M., 2004. "On Finite Dimensional Realizations of Forward Price Term Structure Models," Working Paper Series in Economics and Finance 569, Stockholm School of Economics. [Downloadable!]
    3. Roger Lord & Christian Kahl, 2006. "Why the Rotation Count Algorithm works," Tinbergen Institute Discussion Papers 06-065/2, Tinbergen Institute. [Downloadable!]

Did you know? About 2700 working paper series are listed on RePEc.

This page was last updated on 2009-12-8.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.