Acharya, V. V., Schnabl, P., & Suarez, G. (2010). Securitization without risk transfer. Journal of Financial Economics, 107(3), 515–536.
Ajmi, A. N., Hammoudeh, S., Nguyen, D. K., & Sarafrazi, S. (2014). How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. Journal of International Financial Markets Institutions & Money, 28(2), 213–227.
Alexander, S., Coleman, T. F., & Li, Y. (2006). Minimizing CVaR and VaR for a portfolio of derivatives. Journal of Banking & Finance, 30(2), 583–605. https://doi.org/10.1016/j.jbankfin.2005.04.012 .
Aloui, C., Hammoudeh, S., & Hamida, H. B. (2015). Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. North American Journal of Economics & Finance, 31, 311–329.
Ang, A., & Chen, J. (2002). Asymmetric correlations of equity portfolios. Social Science Electronic Publishing, 63(3), 443–494.
Ang, A., Bekaert, G., & Liu, J. (2005). Why stocks may disappoint. Social Science Electronic Publishing, 76(3), 471–508.
Arora, N., Gandhi, P., & Longstaff, F. A. (2012). Counterparty credit risk and the credit default swap market. Journal of Financial Economics, 103(2), 280–293.
- Bakshi, G., & Madan, D. (2000). Spanning and derivative-security valuation. Journal of Financial Economics, 55(2), 205–238. https://doi.org/10.1016/S0304-405X(99)00050-1 .
Paper not yet in RePEc: Add citation now
Barone-Adesi, G., & Giannopoulos, K. (1999). VaR without correlations for portfolios of derivative securities. Journal of Futures Markets, 19(5), 583–602.
Black, F. (1995). Interest rates as options. Journal of Finance, 50(5), 1371–1376.
Black, F., & Cox, J. C. (1976). Valuing corporate securities: Some effects of bond indenture provisions. Journal of Finance, 31(2), 351–367.
Black, F., & Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy, 81(3), 637–654.
- Boginski, V., Butenko, S., & Pardalos, P. M. (2006). Mining market data: A network approach. Computers & Operations Research, 33(11), 3171–3184.
Paper not yet in RePEc: Add citation now
- Brandes, U. (2001). A faster algorithm for betweenness centrality. Journal of Mathematical Sociology, 25(2), 163–177.
Paper not yet in RePEc: Add citation now
- Campbell, J. Y., & Ammer, J. (2012). What moves the stock and bond markets? A variance decomposition for long-term asset returns. Journal of Finance, 48(1), 3–37.
Paper not yet in RePEc: Add citation now
Campbell, J. Y., & Cocco, J. F. (2003). Household risk management and optimal mortgage choice. Quarterly Journal of Economics, 118(4), 1449–1494.
Campbell, J. Y., & Cochrane, J. H. (1999). By force of habit: A consumption-based explanation of aggregate stock market behavior. Journal of Political Economy, 107(2), 205–251.
Casamatta, C. (2003). Financing and advising: Optimal financial contracts with venture capitalists. Journal of Finance, 58(5), 2059–2085.
- Chen, C. (2004). CiteSpace: Visualizing patterns and trends in scientific literature. http://cluster.cis.drexel.edu/~cchen/citespace/ .
Paper not yet in RePEc: Add citation now
- Chen, C. (2014). The CiteSpace manual. http://cluster.ischool.drexel.edu/*cchen/citespace/CiteSpaceManual.pdf .
Paper not yet in RePEc: Add citation now
- Chen, C. (2017). Science mapping: A systematic review of the literature. Journal of Data and Information Science, 2(2), 1–40.
Paper not yet in RePEc: Add citation now
Chen, C., Chen, Y., Horowitz, M., Hou, H., Liu, Z., & Pellegrino, D. (2009). Towards an explanatory and computational theory of scientific discovery. Journal of Informetrics, 3(3), 191–209.
- Chen, C., Song, I. Y., Yuan, X., & Zhang, J. (2008). The thematic and citation landscape of Data and Knowledge Engineering (1985–2007). Data & Knowledge Engineering, 67(2), 234–259.
Paper not yet in RePEc: Add citation now
Chen, K., & Guan, J. (2011). A bibliometric investigation of research performance in emerging nanobiopharmaceuticals. Journal of Informetrics, 5(2), 233–247.
- Chen, T., & Qin, X. (2008). A review: Research of pricing models for CDO. Chinese Journal of Management, 5(4), 616–624.
Paper not yet in RePEc: Add citation now
Cont, R. (2006). Model uncertainty and its impact on the pricing of derivative instruments. Mathematical Finance, 16(3), 519–547.
Costa, D. F., Carvalho, F. D. M., Moreira, B. C. D. M., & Prado, J. W. D. (2017). Bibliometric analysis on the association between behavioral finance and decision making with cognitive biases such as overconfidence, anchoring effect and confirmation bias. Scientometrics, 111(3), 1775–1799.
Cox, J. C., Ingersoll, J. E., & Ross, S. A. (1985). A theory of the term structure of interest rates. Econometrica, 53(2), 385–407.
Demirgüç-Kunt, A., & Huizinga, H. (2010). Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads. Journal of Banking & Finance, 37(3), 875–894.
Detemple, J. (2014). Portfolio selection: A review. Journal of Optimization Theory and Applications, 161(1), 1–21.
Dou, Y., & Gallagher, D. R. (2013). Dissecting anomalies in the australian stock market. Australian Journal of Management, 38(2), 353–373.
- Duffie, D., & Kan, R. (2010). A yield-factor model of interest rates. Mathematical Finance, 6(4), 379–406.
Paper not yet in RePEc: Add citation now
Duffie, D., & Singleton, K. J. (1999). Modeling term structures of defaultable bonds. Review of Financial Studies, 12(4), 687–720.
Duffie, D., Pan, J., & Singleton, K. (2000). Transform analysis and asset pricing for affine jump-diffusions. Econometrica, 68(6), 1343–1376.
- Eck, N. J. V., & Waltman, L. (2014). Visualizing bibliometric networks. Measuring scholarly impact. Springer International Publishing.
Paper not yet in RePEc: Add citation now
Eichengreen, B., Mody, A., Nedeljkovic, M., & Sarno, L. (2012). How the subprime crisis went global: Evidence from bank credit default swap spreads. Journal of International Money & Finance, 31(5), 1299–1318.
Fama, E. F. (1970). Efficient capital markets: A review of theory and empirical work. Journal of Finance, 25(2), 383–417.
Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds ☆. Journal of Financial Economics, 33(1), 3–56.
- Fan, J. (2005). A selective overview of nonparametric methods in financial econometrics. Statistical Science, 20(4), 317–337.
Paper not yet in RePEc: Add citation now
Fantazzini, D., & Frolova, E. A. (2012). Credit default swaps and cds-bond basis with russian companies: A review and an analysis of the effects of the short selling ban during the second great contraction (кpeдитныe cвoпы и бaзиc мeждy кpeдитными cвoпaми. Social Science Electronic Publishing, 25, 3–24.
Fong, K., Gallagher, D. R., & Lee, A. D. (2014). Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data. Accounting & Finance, 48(5), 761–781.
Guidolin, M., & Rinaldi, F. (2013). Ambiguity in asset pricing and portfolio choice: A review of the literature. Theory and Decision, 74(2), 183–217.
Hackbarth, D., Miao, J., & Morellec, E. (2006). Capital structure, credit risk, and macroeconomic conditions. Journal of Financial Economics, 82(3), 519–550.
Hammoudeh, S., & Mcaleer, M. (2013). Risk management and financial derivatives: an overview. North American Journal of Economics & Finance, 25(2), 109–115.
Hammoudeh, S., Mensi, W., Reboredo, J. C., & Nguyen, D. K. (2014). Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors. Pacific-Basin Finance Journal, 30, 189–206.
Kenourgios, D., Naifar, N., & Dimitriou, D. (2016). Islamic financial markets and global crises: Contagion or decoupling? Economic Modelling, 57, 36–46.
Kessler, M. M. (1963). Bibliographic coupling between scientific papers. Journal of the Association for Information Science & Technology, 14(1), 10–25.
- Kleinberg, J. (2002). Bursty and hierarchical structure in streams. In Proceedings of the Eighth ACM SIGKDD international conference on knowledge discovery and data mining (Vol. 7, pp. 91–101). ACM.
Paper not yet in RePEc: Add citation now
Kolm, P. N., Tütüncü, R., & Fabozzi, F. J. (2014). 60 Years of portfolio optimization: Practical challenges and current trends. European Journal of Operational Research, 234(2), 356–371.
Krauss, C. (2017). Statistical arbitrage pairs trading strategies: Review and outlook. Journal of Economic Surveys, 31(2), 513.
- Kunwar, R., Yang, Z., Lai, J., & Cline, J. (2014). Review, theory and implementation of convertible bonds for commercial investment. Journal of Risk Model Validation, 8(2), 39–57.
Paper not yet in RePEc: Add citation now
Longstaff, F. A., & Schwartz, E. S. (2001). Valuing american options by simulation: A simple least-squares approach. Review of Financial Studies, 14(1), 113–147.
Longstaff, F. A., Mithal, S., & Neis, E. (2004). Corporate yield spreads: Default risk or liquidity? New evidence from the credit default swap market. Nber Working Papers, 60(5), 2213–2253.
Maasoumi, E., & McAleer, M. (2008). Realized volatility and long memory: An overview. Econometric Reviews, 27(1–3), 1–9.
- Mansourfar, G., Mohamad, S., & Hassan, T. (2010). A review on international portfolio diversification: The Middle East and North African region. African Journal of Business Management, 4(19), 4167–4173.
Paper not yet in RePEc: Add citation now
- Markose, S., Giansante, S., & Shaghaghi, A. R. (2012). ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk ☆. Journal of Economic Behavior & Organization, 83(3), 627–646.
Paper not yet in RePEc: Add citation now
Merton, R. C. (1973). Theory of rational option pricing. Bell Journal of Economics, 4(1), 141–183.
Najmi, A., Rashidi, T. H., Abbasi, A., & Waller, S. T. (2017). Reviewing the transport domain: an evolutionary bibliometrics and network analysis. Scientometrics, 110(2), 1–23.
- Newman, M. E. J. (2003). The structure and function of complex networks. Siam Review, 45(2), 167–256.
Paper not yet in RePEc: Add citation now
Petersen, M. A. (2005). Estimating standard errors in finance panel data sets: Comparing approaches. Nber Working Papers, 22(1), 435–480.
- Pfister, T., Utz, S., & Wimmer, M. (2015). Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines. Review of Managerial Science, 9(1), 1–32.
Paper not yet in RePEc: Add citation now
Prado, J. W. D., Alcântara, V. D. C., Carvalho, F. D. M., Vieira, K. C., Machado, L. K. C., & Tonelli, D. F. (2016). Multivariate analysis of credit risk and bankruptcy research data: a bibliometric study involving different knowledge fields (1968–2014). Scientometrics, 106(3), 1007–1029.
- Rebonato, R. (2004). Review paper. Interest-rate term-structure pricing models: A review. Proceedings Mathematical Physical & Engineering Sciences, 460(2043), 667–728.
Paper not yet in RePEc: Add citation now
Sánchez-RiofrÃo, A. M., Guerras-MartÃn, L. Ã., & Forcadell, F. J. (2015). Business portfolio restructuring: a comprehensive bibliometric review. Scientometrics, 102(3), 1–30.
Sundaresan, S. M. (2000). Continuous-time methods in finance: A review and an assessment. Journal of Finance, 55(4), 1569–1622.
- Tortelli, R., Ruggieri, M., Cortese, R., D’Errico, E., Capozzo, R., Leo, A., et al. (1979). Option pricing: A simplified approach. Journal of Financial Economics, 7(3), 229–263.
Paper not yet in RePEc: Add citation now
- Useche Arévalo, A. J. (2015). Construcción de portafolios de inversión desde las finanzas del comportamiento: una revisión crÃtica. Cuadernos de Administración, 28, 11–43.
Paper not yet in RePEc: Add citation now
Vasicek, O. (1977). An equilibrium characterization of the term structure. Journal of Financial & Quantitative Analysis, 12(4), 627.