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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of futures markets"
~person:"Kaniel, Ron"
~person:"Park, Yuen Jung"
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A Simple Credit Risk Model wit...
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Kaniel, Ron
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Journal of financial economics
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1
Investor sentiment and credit default
swap
spreads during the global financial crisis
Lee, Jeehye
;
Kim, Sol
;
Park, Yuen Jung
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 660-688
Persistent link: https://www.econbiz.de/10011950863
Saved in:
2
Macroeconomic conditions and credit default
swap
spread changes
Kim, Tong Suk
;
Park, Jae Won
;
Park, Yuen Jung
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 766-802
Persistent link: https://www.econbiz.de/10011950882
Saved in:
3
The linkage between the options and credit default
swap
markets during the subprime mortgage crisis
Kim, Tong Suk
;
Park, Yuen Jung
;
Noh, Jaesun
- In:
The journal of futures markets
33
(
2013
)
6
,
pp. 518-554
Persistent link: https://www.econbiz.de/10009756568
Saved in:
4
Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico
;
Kaniel, Ron
- In:
Journal of financial economics
101
(
2011
)
2
,
pp. 264-296
Persistent link: https://www.econbiz.de/10009242863
Saved in:
5
Tax management strategies with multiple risky assets
Gallmeyer, Michael F.
;
Kaniel, Ron
;
Tompaidis, Stathis
- In:
Journal of financial economics
80
(
2006
)
2
,
pp. 243-291
Persistent link: https://www.econbiz.de/10003324526
Saved in:
6
Machine-learning the skill of mutual fund managers
Kaniel, Ron
;
Lin, Zihan
;
Pelger, Markus
;
Nieuwerburgh, …
- In:
Journal of financial economics
150
(
2023
)
1
,
pp. 94-138
Persistent link: https://www.econbiz.de/10014421127
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