José Fajardo - Central Bank Research Hub

Papers by year: All | 2008 | 2002

Title Other author(s)

Statistical Arbitrage with Default and Collateral

Bank of Portugal Working papers [View] (Paper: 200808, 02.06.2008)

JEL: D52, G11, G12

Generalized Hyperbolic Distributions and Brazilian Data

Central Bank of Brazil Working Papers [View] (Paper: 052, 01.10.2002)

JEL: C52, G10

Papers by year: All | 2008 | 2002