Aglaia Vasileiou
Finance · 2006
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it
Whom Aglaia Vasileiou trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Aglaia Vasileiou's perspective
Ordered by how strongly the researchers Aglaia Vasileiou trusts endorse each paper. Same corpus, a different order for every researcher.
- Default and Recovery Rates of Corporate Bond Issuers: 2000
- Markov processes for stochastic modeling
- Market liquidity and funding liquidity
- Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
- Stability of ratings transitions
- Markov Processes: Characterization and Convergence
- Liquidity and Credit Risk
- Estimation and inference in econometrics
- Corporate Bond Market Transaction Costs and Transparency
- Multi-Period Corporate Default Prediction With Stochastic Covariates
Their papers
- An inhomogeneous semi-Markov model for the term structure of credit risk spreads (2006) — 48 citations