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Cited by

• 2004The case for GDP-indexed bonds234 cited
• 2016Foreclosure Contagion and the Neighborhood Spillover Effects of Mortgage Defaults137 cited
• 2012STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS104 cited
• 2012Modeling EU allowances and oil market interdependence. Implications for portfolio management95 cited
• 2013Developing country vulnerability in light of the global financial crisis: Shock therapy?89 cited
• 2014Gold and exchange rates: Downside risk and hedging at different investment horizons76 cited
• 2003Portfolio Performance Evaluation Using Value at Risk74 cited
• 2006Evaluating the performance of Gompertz, Makeham and Lee–Carter mortality models for risk management with unit-linked contracts64 cited
• 2006Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches60 cited
• 2010On Some Models for Value-At-Risk39 cited
• 2009Estimating default barriers from market information38 cited
• 2008EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS33 cited
• 2015The course of realized volatility in the LME non-ferrous metal market29 cited
• 2015An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market