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20142023
most citedPricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market

2 citations · 3 across the 4 of their papers we have counts for

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q-fin.TR2014

Does the "uptick rule" stabilize the stock market? Insights from Adaptive Rational Equilibrium Dynamics

Fabio Dercole, Davide Radi

This paper investigates the effects of the "uptick rule" (a short selling regulation formally known as rule 10a-1) by means of a simple stock market model, based on the ARED (adapt…