Printed from https://ideas.repec.org/d/g/smrpius.html
Publications
by alumni of
Rensselaer Polytechnic Institute → Lally School of Management and Technology
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.This page is updated in the first days of each month.
| Working papers | Journal articles |
Working papers
2018
- Pablo Jose Campos de Carvalho & Aparna Gupta, 2018, "Multivariate Jump Diffusion Model with Markovian Contagion," Working Papers Series, Central Bank of Brazil, Research Department, number 482, Sep.
2015
- José Renato Haas Ornelas & Pablo José Campos de Carvalho, 2015, "The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks," Working Papers Series, Central Bank of Brazil, Research Department, number 383, Mar.
Journal articles
2018
- de Carvalho, Pablo Jose Campos & Gupta, Aparna, 2018, "A network approach to unravel asset price comovement using minimal dependence structure," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 119-132, DOI: 10.1016/j.jbankfin.2018.04.012.