Vladimir Belitsky
Universidade de São Paulo
H-index: 13
Latin America-Brazil
Top articles of Vladimir Belitsky
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing | Journal of Financial Stability | Juan Arismendi-Zambrano Vladimir Belitsky Vinicius Amorim Sobreiro Herbert Kimura | 2022/2/1 |
The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing | Journal of Financial Stability,(Preprint) Forthcoming | Juan Arismendi-Zambrano Vladimir Belitsky Vinicius Amorim Sobreiro Herbert Kimura | 2020/7/4 |