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84 research outputs found
Mutual Excitation in Eurozone Sovereign CDS
Author
A Ang
A Bhargava
+26 more
A F Karr
A G Hawkes
A G Hawkes
A G Hawkes
A Geyer
B Eichengreen
D Due
D Due
D Due
D Due
D Oakes
E Errais
E M Remolona
F A Longsta?
F A Longsta?
F X Zhang
J D Hamilton
J Pan
L P Hansen
Loriana Pelizzon
Roger J. A. Laeven
S B Kamin
S Edwards
S Gilchrist
Y A�?ta�?t-Sahalia
Yacine Ait-Sahalia
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
Full text link
Crossref
On the Interplay between Speculative Bubbles and Productive Investment
Author
A B Abel
A Martin
+26 more
E Fahri
F A Longsta�
F Cowell
G Wehinger
Group Of Thirty
J A Scheinkman
J Benhabib
J Miao
J Miao
J Tirole
K Lansing
K Lansing
Le Van
M Woodford
N Kocherlakota
N Kocherlakota
P A Samuelson
P Weil
R Boucekkine
R J Caballero
S Bosi
T Hirano
T Kamihigashi
Thomas Seegmuller
Xavier Raurich
Y Amihud
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
Full text link
Crossref
Executive Compensation and Risk Taking
Author
A Edmans
A Ellul
+33 more
B Caillaud
B Holmstrom
B Holmstr�m
D Greenlaw
F A Longsta�
H Mehran
H Mehran
Hamid Mehran
I Babenko
J A Mirrlees
J Macey
James A Brander
Joel D. Shapiro
K John
K John
L Norden
Lucian A Bebchuk
M C Jensen
M C Jensen
M Chesney
M Flannery
M L Katz
O Hart
Patrick Bolton
R A Defusco
R Adams
R Blanco
R C Green
R Deyoung
R Levine
S Balachandran
S Forte
T A John
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
Full text link
Crossref
Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Author
A Bernardo
A Mas-Colell
+13 more
Ana Lacerda
C Edirisinghe
F Longsta�
F Longsta�
F Longsta�
I Karatzas
J Amaro De Matos
J Cochrane
Joao Amaro de Matos
N El Karoui
N El Karoui
O Bondarenko
R L P Hansen
Publication venue
'Elsevier BV'
Publication date
01/01/2006
Field of study
No full text
Crossref
On Asymmetric Funding of Swaps and Derivatives - A Funding Cost Explanation of Negative Swap Spreads
Author
Arvind Krishnamurthy
D Du� E
+7 more
F A Longsta�
Felix Solman
J Kambhu
J Liu
M Grinblatt
S Shreve
Wujiang Lou
Publication venue
'Elsevier BV'
Publication date
01/01/2009
Field of study
No full text
Crossref
No-Arbitrage Modeling of Structured Products with Economic Determinants
Author
A Ang
A Ang
+33 more
A Le
A R Gallant
C Kitwiwattanachai
D Du� E
D Gross
D Lando
D O&apos
D Wyss
F Longsta�
F Longsta�
F Longsta�
G Bakshi
G Du�ee
G Koop
H Doshi
Hitesh Doshi
J D Coval
J Ericsson
J Pan
J Pan
Kris Jacobs
L Wu
M Richardson
P Collin-Dufresne
P Collin-Dufresne
R Jarrow
S B Seo
S Chava
S Potter
Stuart M. Turnbull
T Shumway
Y H Eom
Yong Seok Choi
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
One-Factor Based Exercise Strategies for American Options in Multi-Factor Models
Author
--
--
+30 more
A Cosma
A Ib��ez
A Ib��ez
A Ib��ez
A Ib��ez
A Medvedev
Alfredo Ibanez
C
C Chiarella
Carlos Velasco
D Du� E
F A Longsta�
F A Longsta�
F Black
G Bakshi
G Cheang
K Barraclough
L Andersen
L Andersen
L V Ballestra
M B Garman
M Broadie
M Svenstrup
P Carr
P Carr
P Glasserman
P Hunt
R C Merton
R Pietersz
S I Boyarchenko
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
Accounting Transparency and the Term Structure of Credit Default Swap Spreads
Author
Claus Bajlum
D Lando
+20 more
E Jones
E Reiner
F A Longsta�
F Longsta�
F Yu
H E Leland
H E Leland
H E Leland
J Abarbanell
J Helwege
J Huang
J Huang
J Ogden
M Petersen
O Sarga
P Houweling
P Sengupta
Peter Tind Larsen
R C Merton
R Verrecchia
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
No full text
Crossref
What Risks Do Corporate Bond Put Features Insure Against?
Author
A Berndt
A Berndt
+47 more
A David
B H Baltagi
D Heath
D Heath
E J Elton
E Morellec
F A Longsta�
F A Longsta�
F Black
F Black
F Longsta�
G Andrade
G R Du�ee
H E Leland
H Fan
H Leland
H Leland
Hao Wang
J Cox
J Driessen
J E Ingersoll
J Ericsson
J Ericsson
J Ericsson
J Huang
J Hull
J Mcconnell
J T Campbell
J.-C Duan
Jan Ericsson
K J M Cremers
L Pastor
M Broadie
M J Brennan
M J Brennan
M J Brennan
M Stohs
P Collin-Dufresne
P Collin-Dufresne
P Fran�ois
P Mella-Barral
R Anderson
R C Merton
R Elkamhi
Redouane Elkamhi
S Das
Y S Newman
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
No full text
Crossref
Rare Disasters and Credit Market Puzzles
Author
A Berndt
A David
+51 more
A Shleifer
B Y Zhang
C Cao
D Du
D Du� E
D Du� E
D Du� E
D Tang
Du Du
E Altman
E J Elton
F Gourio
F Gourio
F Longsta�
F Longsta�
F Longsta�
G Bakshi
H Bhamra
H Chen
H Chen
H Chen
H Wang
J Campbell
J Coval
J Driessen
J Ericsson
J Huang
J Pan
J Wachter
J Wachter
L Benzoni
L Chen
L Menzly
M Cremers
M Cremers
M Miranda
P Carr
P Collin-Dufresne
P Collin-Dufresne
Peter Christoffersen
R Barro
R Barro
R Barsky
R Jarrow
Redouane Elkamhi
T Rietz
T Santos
V Acharya
X Gabaix
X Mao
Z He
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
No full text
Crossref
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