1

Testing moving average trading strategies on ETFs

Year:
2019
Language:
english
File:
PDF, 1.10 MB
english, 2019
4

Liquidity effects in corporate bond spreads

Year:
2014
Language:
english
File:
PDF, 663 KB
english, 2014
5

Explaining Credit Spread Changes

Year:
2003
Language:
english
File:
PDF, 153 KB
english, 2003
6

When does Strategic Debt-service Matter?

Year:
2006
Language:
english
File:
PDF, 158 KB
english, 2006
8

Structural Models of Corporate Bond Pricing: An Empirical Analysis

Year:
2004
Language:
english
File:
PDF, 325 KB
english, 2004
9

Debt Covenants and Cross-Sectional Equity Returns

Year:
2016
Language:
english
File:
PDF, 327 KB
english, 2016
10

The information content of Basel III liquidity risk measures

Year:
2014
Language:
english
File:
PDF, 1.58 MB
english, 2014
12

Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes

Year:
2004
Language:
english
File:
PDF, 284 KB
english, 2004
13

Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings

Year:
2014
Language:
english
File:
PDF, 1.74 MB
english, 2014
15

The Inflation Risk Premium: Evidence from the TIPS Market

Year:
2013
Language:
english
File:
PDF, 2.09 MB
english, 2013
20

Specification Analysis of Structural Credit Risk Models

Year:
2008
Language:
english
File:
PDF, 666 KB
english, 2008
25

Dimension of strange attractors in four-dimensional maps

Year:
1990
Language:
english
File:
PDF, 584 KB
english, 1990
27

Determinants of S&P 500 index option returns

Year:
2007
Language:
english
File:
PDF, 350 KB
english, 2007
28

A Note on Forward Price and Forward Measure

Year:
2002
Language:
english
File:
PDF, 75 KB
english, 2002