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Valuing a liquidity discount
Chen, Ren-Raw - In: The journal of fixed income 21 (2012) 3, pp. 59-73
Persistent link: https://www.econbiz.de/10009532098
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Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates
Chen, Ren-Raw - In: The journal of fixed income 3 (1993) 3, pp. 14-31
Persistent link: https://www.econbiz.de/10001157476
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CORPORATE CREDIT DEFAULT SWAP LIQUIDITY AND ITS IMPLICATIONS FOR CORPORATE BOND SPREADS
Chen, Ren-Raw; Fabozzi, Frank J; Sverdlove, Ronald - In: The journal of fixed income 20 (2010) 2, pp. 31-58
Persistent link: https://www.econbiz.de/10008711134
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VALUING A LIQUIDITY DISCOUNT
Chen, Ren-Raw - In: The journal of fixed income 21 (2012) 3, pp. 59-74
Persistent link: https://www.econbiz.de/10009828788
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VALUING FINANCIAL ASSETS WITH LIQUIDITY DISCOUNT: An Implication for Basel III
Chen, Ren-Raw; Filonuk, William; Patro, Dilip K; Yan, An - In: The journal of fixed income 22 (2013) 3, pp. 45-63
Persistent link: https://www.econbiz.de/10010066953
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EMBEDDED OPTIONS IN TREASURY BOND FUTURES PRICES: New Evidence
Chen, Ren-Raw; Ju, Hann-Shing; Yeh, Shih-Kuo - In: The journal of fixed income 19 (2009) 1, pp. 82
Persistent link: https://www.econbiz.de/10008278768
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SOURCES OF CREDIT RISK: Evidence from Credit Default Swaps
Chen, Ren-Raw; Fabozzi, Frank J.; Pan, Ging-Ging; … - In: The journal of fixed income 16 (2006) 3, pp. 7-21
Persistent link: https://www.econbiz.de/10007609693
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Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw; Fabozzi, Frank J.; Sverdlove, Ronald - In: The journal of fixed income 20 (2010/11) 2, pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
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Valuing financial assets with liquidity discount : an implication for Basel III
Chen, Ren-Raw; Filonuk, William; Patro, Dilip Kumar; Yan, An - In: The journal of fixed income 22 (2013) 3, pp. 45-63
Persistent link: https://www.econbiz.de/10009711231
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Sources of credit risk : evidence from credit default swaps
Chen, Ren-Raw; Fabozzi, Frank J.; Pan, Ging-Ging; … - In: The journal of fixed income 16 (2006) 3, pp. 7-21
Persistent link: https://www.econbiz.de/10003422016