First Name: Liuling
Last Name: Li
RePEc Short-ID: pli531
- School of Economics
- Location: Tianjin, China
Handle: RePEc:edi:cenancn (more details at EDIRC)
- Liuling Li & Bruce Mizrach, 2010.
"Tail Return Analysis of Bear Stearns Credit Default Swaps,"
Departmental Working Papers
201003, Rutgers University, Department of Economics.
- Li, Liuling & Mizrach, Bruce, 2010. "Tail return analysis of Bear Stearns' credit default swaps," Economic Modelling, Elsevier, vol. 27(6), pages 1529-1536, November.
NEP Fields1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
- NEP-BAN: Banking (1) 2010-03-20. Author is listed
- NEP-FMK: Financial Markets (1) 2010-03-20. Author is listed
- NEP-RMG: Risk Management (1) 2010-03-20. Author is listed
Most downloaded item (past 12 months)
- Liuling Li & Bruce Mizrach, 2010. "Tail Return Analysis of Bear Stearns Credit Default Swaps," Departmental Working Papers 201003, Rutgers University, Department of Economics.
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