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We are pleased to announce that the International Journal of Financial Engineering is listed in the FMS Journal Rating Guide 《FMS管理科学领域高质量期刊推荐列表》. |
What are the most effective and vulnerable firms in financial crisis? A network representation of CoVaR in an emerging market
Hossein Dastkhan
Asymmetries in financial returns
Dilip B. Madan, King Wang
The impact of skew on the pricing of CoCo bonds
Jan De Spiegeleer, Monika B. Forys, Ine Marquet, Wim Schoutens
Trading VIX futures under mean reversion with regime switching
Jiao Li