Dr Marco Realdon
Senior Lecturer in Economics & Finance

Realdon, M. (2024) 'The efficiency of the Estr overnight index swap market'. Journal of International Financial Markets, Institutions and Money, 91. pp. 1 - 16. ISSN: 1042-4431

Realdon, M. (2021) 'Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)'. Quantitative Finance, 21 (8). pp. 1365 - 1386. ISSN: 1469-7688

Realdon, M. (2019) 'Affine and quadratic models with many factors and few parameters'. The European Journal of Finance, 26 (11). pp. 1 - 28. ISSN: 1351-847X

Realdon, M. (2019) 'Non-linear Gaussian sovereign CDS pricing models'. Quantitative Finance, 19 (2). pp. 191 - 210. ISSN: 1469-7688

Realdon, M. (2018) 'Discounting earnings with stochastic discount rates'. European Journal of Finance, 25 (10). pp. 910 - 936. ISSN: 1351-847X