Books by Nikola A. Tarashev
Speculative attacks, private s
Speculative attacks, private signals and intertemporal trade-offs
Modelling and calibration erro
Modelling and calibration errors in measures of portfolio credit risk
The pricing of portfolio credi
The pricing of portfolio credit risk
An empirical evaluation of str
An empirical evaluation of structural credit risk models
Are speculative attacks trigge
Are speculative attacks triggered by sunspots?
Currency crises and the inform
Currency crises and the informational role of interest rates