“Duration Gap Analysis Revisited Method in Order to Improve Risk Management. The case of (Chinese) commercial bank interest rate risk after interest rate liberalization”.
Ausloos, M., Ma, Q., Kaur, P., Syed, B., Dhesi, G. Soft Comput (2019). https://doi.org/10.1007/s00500-019-04376-7. Online ISSN 1433-7479.
"Liquidity Transmission and the Subprime Mortgage Crisis: A Multivariate GARCH Approach" (revised and resubmitted in Soft Computing Journal).
Author: Dr Ling Xiao; Dr Gurjeet Dhesi; Eduard Gabriel Ceptureanu; Kevin Lin; Claudiu Herteliu; Babar Syed; Sebastian Ion Ceptureanu. DOI: 10.1007/s00500-020-04772-4