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Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004
Persistent link: https://www.econbiz.de/10002022642
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Asset allocation and risk allocation : can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.; Shoven, John B. - 1999
Persistent link: https://www.econbiz.de/10001376928
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Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2011
Persistent link: https://www.econbiz.de/10008839764
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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Why does the treasury issue tips? : the tips-treasury bond puzzle
Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - 2010
Persistent link: https://www.econbiz.de/10008663044
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Are all credit default swap databases equal?
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - 2010
sources of corporate Credit Default Swap prices: GFI, Fenics, Reuters EOD, CMA, Markit and JP Morgan, using the most liquid …
Persistent link: https://www.econbiz.de/10008773254
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Should derivatives be privileged in bankruptcy?
Bolton, Patrick; Oehmke, Martin - 2011
"Derivative contracts, swaps, and repos enjoy "super-senior" status in bankruptcy: they are exempt from the automatic stay on debt and collateral collection that applies to virtually all other claims. We propose a simple corporate finance model to assess the effect of this exemption on firms'...
Persistent link: https://www.econbiz.de/10009408758
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Deflation risk
Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - 2013
Persistent link: https://www.econbiz.de/10009784893
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The evolution of the Federal Reserve swap lines since 1962
Bordo, Michael D.; Humpage, Owen F.; Schwartz, Anna Jacobson - 2014
Persistent link: https://www.econbiz.de/10010468880
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Municipal debt and marginal tax rates : is there a tax premium in asset prices?
Longstaff, Francis A. - 2009
Persistent link: https://www.econbiz.de/10003804127