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2. A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES. (2003). Gozzi, Fausto ; Sbaraglia, S ; Papi, M ; Briani, M ; Bernaschi, M.
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3. Optimal investment strategies in the presence of a minimum guarantee. (2003). Koehl, Pierre-Franois ; Grasselli, Martino ; Deelstra, Griselda.
   In: ULB Institutional Repository.
   RePEc:ulb:ulbeco:2013/7598.

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4. Optimal investment strategies in the presence of a minimum guarantee. (2003). Koehl, Pierre-Francois ; Grasselli, Martino ; Deelstra, Griselda.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207.

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5. Understanding Individual Account Guarantees. (2002). Mitchell, Olivia ; Lachance, Marie-Eve.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:9195.

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   In: Econometrics.
   RePEc:wpa:wuwpem:0307004.

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2. Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis. (2016). Yfanti, Stavroula ; Karoglou, Michail ; Karanasos, Menelaos.
   In: International Review of Financial Analysis.
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3. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Dewandaru, Ginanjar ; Mansur, A.
   In: Economic Modelling.
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4. Valuation of Index-Linked Cash Flows in a Heath–Jarrow–Morton Framework. (2015). Alm, Jonas ; Lindskog, Filip.
   In: Risks.
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5. Financial Contagion in Latin America. (2015). Torres, Jhon ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Bejarano-Bejarano, Luis V. ; Torres-Gorron, Jhon E..
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6. Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model. (2014). Su, EnDer.
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7. Which Global Stock Indices Trigger Stronger Contagion Risk in the Vietnamese Stock Market? Evidence Using a Bivariate Analysis. (2013). wang, kuan min ; Lai, Hung-Cheng.
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8. Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees. (2013). Platen, Eckhard ; Fergusson, Kevin.
   In: Research Paper Series.
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9. Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets. (2013). Su, EnDer.
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10. Dynamic stock market covariances in the Eurozone. (2013). Suurlaht, Anita ; Connor, Gregory.
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11. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. (2013). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
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12. Dynamic Correlations Among Asset Classes: REIT and Stock Returns. (2012). Yildirim, Yildiray ; Yang, Yawei ; Case, Bradford.
    In: The Journal of Real Estate Finance and Economics.
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13. Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets. (2011). Kouretas, Georgios ; Syllignakis, Manolis N..
    In: International Review of Economics & Finance.
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14. Financial integration and currency risk premium in CEECs: Evidence from the ICAPM. (2011). Guillaumin, Cyriac ; Boubakri, Salem.
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15. How strong is the global integration of emerging market regions? An empirical assessment. (2011). Nguyen, Duc Khuong ; Guesmi, Khaled.
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16. An optimal life insurance policy in the investment-consumption problem in an incomplete market. (2011). Egami, Masahiko ; Iwaki, Hideki.
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17. Limited Information-Processing Capacity and Asymmetric Stock Correlations. (2010). Ceylan, Ozcan.
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18. Is there Evidence of Shift-Contagion in International Housing Markets?. (2010). malik, Sachin ; DE BANDT, OLIVIER.
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19. Real World Pricing of Long Term Contracts. (2009). Platen, Eckhard.
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20. Valuation and hedging of participating life-insurance policies under management discretion. (2009). Kleinow, Torsten.
    In: Insurance: Mathematics and Economics.
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21. Valuation of the interest rate guarantee embedded in defined contribution pension plans. (2008). Yang, Sharon S. ; Yueh, Meng-Lan ; Tang, Chun-Hua.
    In: Insurance: Mathematics and Economics.
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22. Regime switching based portfolio selection for pension funds. (2007). Frauendorfer, Karl ; Jacoby, Ulrich ; Schwendener, Alvin.
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23. The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees. (2007). Kleinow, Torsten ; Willder, Mark.
    In: Insurance: Mathematics and Economics.
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24. Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks. (2007). kim, young-rae ; Li, Y. ; Coleman, T. F. ; Patron, M..
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25. Comovements in International Stock Markets. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
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26. Correlation dynamics in European equity markets. (2006). Potì, Valerio ; Poti, Valerio.
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27. Financial valuation of guaranteed minimum withdrawal benefits. (2006). Milevsky, Moshe ; Salisbury, Thomas S..
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28. Price and Volatility Transmission across Borders. (2006). Karolyi, G. ; Gagnon, Louis.
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29. Unit-Linked Life Insurance Contracts with Lapse Rates Dependent on Economic Factors. (2006). Tan, K S ; Kolkiewicz, A W.
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30. Correlation Dynamics in European Equity Markets. (2005). Potì, Valerio ; Poti, Valerio.
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31. Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets. (2004). Potì, Valerio ; Poti, Valerio.
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32. Asymmetry, Loss Aversion and Forecasting. (2004). Satchell, Stephen E. ; Bond, Shaun A..
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33. Stress-testing financial systems: an overview of current methodologies. (2004). Sorge, Marco.
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34. Evaluating Portfolio Policies: A Duality Approach. (2003). Kogan, Leonid ; Haugh, Martin B. ; Wang, Jiang.
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35. Contagion and interdependence in stock markets: Have they been misdiagnosed?. (2003). Pelizzon, Loriana ; Billio, Monica.
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36. Pricing and hedging guaranteed annuity options via static option replication. (2003). Pelsser, Antoon.
    In: Insurance: Mathematics and Economics.
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37. Asymmetric dynamics in the correlations of global equity and bond returns. (2003). Engle, Robert ; Cappiello, Lorenzo ; Sheppard, Kevin.
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38. Pricing and Hedging Guaranteed Annuity Options via Static Option Replication. (2002). Pelsser, Antoon.
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39. Non-Linearities, Regime Switching and the Relationship Between Asian Equity and Foreign Exchange Markets. (2002). Holmes, Mark ; Nabil, Maghrebi.
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40. Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon. (2002). Nilsson, Birger ; Graflund, Andreas .
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41. Financial Liberalization and the Changing Characteristics of Nordic Stock Returns. (2002). Nilsson, Birger.
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42. Conditional Dependency of Financial Series: The Copula-GARCH Model. (2002). Rockinger, Michael ; Jondeau, Eric.
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43. The effects of the introduction of the euro on the volatility of European stock markets. (2002). MORANA, CLAUDIO ; Beltratti, Andrea.
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44. Systemic Risk and International Portfolio Choice. (2002). Uppal, Raman ; Das, Sanjiv.
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45. More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe.
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46. More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe.
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47. Dynamic Asset Allocation with Event Risk. (2001). pan, jun ; LIU, JUN ; Longstaff, Francis.
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48. Dynamic Choice and Risk Aversion. (2001). LIU, JUN.
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49. Conditional Dependency of Financial Series: An Application of Copulas.. (2001). Rockinger, Michael ; Jondeau, Eric.
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50. Why Stocks May Disappoint. (2000). LIU, JUN ; Bekaert, Geert ; Ang, Andrew.
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51. Paying for minimum interest rate guarantees: Who should compensate who?. (2000). Sorensen, Carsten ; Jensen, Bjarne Astrup.
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52. Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability. (2000). Lynch, Anthony W..
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53. The term structure of very short-term rates: New evidence for the expectations hypothesis. (2000). Longstaff, Francis ; Longstaff Francis A., .
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54. Value-at-Risk: a multivariate switching regime approach. (2000). Pelizzon, Loriana ; Billio, Monica.
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55. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
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56. Extreme correlation of international equity markets. (2000). Longin, Franois ; Solnik, Bruno.
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57. Extreme Correlation of International Equity Markets. (2000). Longin, Franois ; Solnik, Bruno H.
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58. Does Correlation between Stock Returns Really Increase during Turbulent Period?.. (2000). Jondeau, Eric ; Chesnay, F..
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59. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets. (1999). Viceira, Luis ; Chacko, George.
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60. The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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61. Assessing the impact of short-sale constraints on the gains from international diversification. (1999). Wang, Zhenyu ; Sarkar, Asani ; Li, Kai.
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62. Pricing rate of return guarantees in a Heath-Jarrow-Morton framework. (1999). Persson, Svein-Arne ; Miltersen, Kristian R..
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63. Correlation Structure of International Equity Markets During Extremely Volatile Periods. (1998). Bruno, SOLNIK ; Franois, LONGIN.
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