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Number of items: 3.
Article
Matros, Philipp and Vilsmeier, Johannes (2012) Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle. Deutsche Bundesbank Discussion Paper 30/2012.
Dovern, Jonas and Meier, Carsten-Patrick and Vilsmeier, Johannes (2010) How resilient is the German banking system to macroeconomic shocks? Journal of Banking & Finance 34 (8), pp. 1839-1848.
Monograph
Vilsmeier, Johannes (2011) Updating the Option Implied Probability of Default Methodology. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 462, Working Paper.