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The availability of financial instruments related to indices that track global financial...

Following record low interest rates and fast depreciating U.S. dollar, crude oil prices became...

Portfolio credit risk measurement is greatly affected by data constraints, especially when...

One approach to oil markets is to treat oil as an asset, besides its role as a commodity....

This paper analyzes whether uniform tariffs give rise to the highest welfare compared with...

A stochastic volatility model where volatility was driven solely by a latent variable called news...