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4 research outputs found
The leverage effect puzzle: the case of European sovereign credit default swap market
Author
A Ang
A Kliber
+31Â more
A Kliber
A Saretto
AC Harvey
Agata Kliber
AM Hibbert
B Będowska-Sójka
C Lesplingart
CG Lamoureux
D Kahneman
D Kahneman
D Kahneman
DB Nelson
FA Longstaff
J Campbell
J Yu
K French
LR Glosten
M Adam
MG Arghyrou
N Shephard
P Augustin
PS Kalev
R Meyer
R Pindyck
RA Olsen
S Kim
T Bollerslev
T Hens
X Chen
Y-K Che
Z Ding
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
Get PDF
Crossref
The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers
Author
A Ball
A R Valukas
+21Â more
A Wetherilt
B Norman
Bank
C Becher
C Lesplingart
D Mengle
E Benos
Evangelos Benos
F Black
M Bech
M Bech
M Bech
M Galbiati
M Manning
M Vassalou
O Armantier
Peter Zimmerman
R Merton
Rodney J Garratt
S
S J Nickell
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
No full text
Crossref
Noise Trading in the Credit Default Swap Market
Author
A M Hamid
B A B Junge
+36Â more
B Han
B Zhang
C A Sims
C Lesplingart
D D Duffie
D Duffie
D K J Duffie
D Kahneman
D M Cutler
D Y H Tang
E Singer
F A Longstaff
F E Longstaff
Felix Irresberger
Gregor N. F. Weiss
H Doshi
H K Leland
J B De Long
J Ericsson
J Ginsberg
J Hilscher
J Stein
K Galil
L Kogan
L Kristoufek
M Cremers
P C Tetlock
P C Tetlock
P Christoffersen
P Collin-Dufresne
R W Ding
S Figlewski
S Hillegeist
S T C Figlewski
T L Dang
Z Da
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
The Impact of Central Clearing on the Market for Single-Name Credit Default Swaps
Author
A S Mello
C Lesplingart
+41Â more
D Amiram
D Bongaerts
D Brigo
D Brigo
D Duffie
D Greenaway
D W Diamond
D Y Tang
F A Longstaff
Georges Dionne
J A C Lopez
J Dick-Nielsen
J Gregory
J Gregory
J J Heckman
J Qiu
J Slive
K Li
M Bertrand
M Crouhy
M Lemmon
M R Roberts
Michhle Breton
Mohamed-Ali Akari
N Arora
N Sari
P P Silva
P Pires
P R Rosenbaum
P Silva
R Bandick
R Cont
R H Dehejia
R R Chen
Ramzi Ben-Abdallah
T A Gormley
V Acharya
V V Acharya
W Buhler
W Du
Y C Loon
Publication venue
'Elsevier BV'
Publication date
01/01/2018
Field of study
No full text
Crossref