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
7

Debt Covenants and Cross-Sectional Equity Returns

Year:
2016
Language:
english
File:
PDF, 327 KB
english, 2016
9

Structural Models of Corporate Bond Pricing: An Empirical Analysis

Year:
2004
Language:
english
File:
PDF, 325 KB
english, 2004
10

The information content of Basel III liquidity risk measures

Year:
2014
Language:
english
File:
PDF, 1.58 MB
english, 2014
14

Specification Analysis of Structural Credit Risk Models

Year:
2008
Language:
english
File:
PDF, 666 KB
english, 2008
19

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

Year:
2004
Language:
english
File:
PDF, 284 KB
english, 2004
20

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

Year:
2014
Language:
english
File:
PDF, 1.74 MB
english, 2014
22

The Inflation Risk Premium: Evidence from the TIPS Market

Year:
2013
Language:
english
File:
PDF, 2.09 MB
english, 2013
39

Double-jump diffusion model for VIX: evidence from VVIX

Year:
2016
Language:
english
File:
PDF, 2.80 MB
english, 2016
40

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

Year:
2003
Language:
english
File:
PDF, 453 KB
english, 2003
41

Hedging Interest Rate Risk Using a Structural Model of Credit Risk

Year:
2016
Language:
english
File:
PDF, 696 KB
english, 2016
49

Why do Firms Issue Guaranteed Bonds?

Year:
2018
Language:
english
File:
PDF, 764 KB
english, 2018