Conditional dependence in post-crisis markets: dispersion and correlation skew trades von Sokolinskiy, Oleg

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The risk management implications of using end of day consensus pricing for single name CDS von Ronen, Tavy, Sokolinskiy, Oleg, Sopranzetti, Ben

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Debt rollover-induced local volatility model von Sokolinskiy, Oleg

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Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption von Sokolinskiy, Oleg, Melamed, Benjamin, Sopranzetti, Ben

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Correction to: Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption von Sokolinskiy, Oleg, Melamed, Benjamin, Sopranzetti, Ben

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Inventory Management and Endogenous Demand: Investigating the Role of Customer Referrals, Defections, and Product Market Failure von Sokolinskiy, Oleg, Sopranzetti, Ben, Rogers, Dale S., Leuschner, Rudolf

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Cash Conversion Systems in Corporate Subsidiaries von Chen, Weiwei, Melamed, Benjamin, Sokolinskiy, Oleg, Sopranzetti, Ben

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Comparing the accuracy of multivariate density forecasts in selected regions of the copula support von Diks, Cees, Panchenko, Valentyn, Sokolinskiy, Oleg, van Dijk, Dick

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R-2GAM stochastic volatility model: flexibility and calibration von Lee, Cheng-Few, Sokolinskiy, Oleg

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Reaching for Duration and Leverage in the Treasury Market von Barth, Daniel, Kahn, R. Jay, Monin, Phillip, Sokolinskiy, Oleg

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The Effects of Volatility on Liquidity in the Treasury Market von Meldrum, Andrew, Sokolinskiy, Oleg

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Market Effects of Central Bank Credit Markets Support Programs in Europe von Kitsul, Yuriy, Sokolinskiy, Oleg, Wright, Jonathan H.

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Thermal transient model of a crystal resonator employing thickness-shear vibrations von Shmaliy, Y.S., Kurochka, O.Ph, Sokolinskiy, E.G., Rudnev, O.E.

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