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CAPM
Theorie
88
Theory
86
Liquidity
43
Kreditrisiko
39
Credit risk
38
Liquidität
33
Credit derivative
29
Kreditderivat
29
Optionspreistheorie
26
Corporate bond
25
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25
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25
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24
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24
Option pricing theory
24
Coronavirus
22
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22
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Rentenmarkt
21
Yield curve
20
Zinsstruktur
20
USA
19
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Börsenkurs
18
Market liquidity
18
Marktliquidität
18
Betriebliche Liquidität
17
Corporate liquidity
17
Share price
17
EU countries
16
EU-Staaten
16
Interest rate derivative
14
Public bond
14
Zinsderivat
14
Öffentliche Anleihe
14
Country risk
13
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13
Financial market regulation
13
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2
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English
14
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Subrahmanyam, Marti G.
12
Stapleton, Richard C.
4
Gaur, Vishal
3
Seshadri, Sridhar
3
Friewald, Nils
2
Chacko, George
1
Chan, Justin S. P.
1
Eom, Young Ho
1
Gupta, Anurag
1
Hong, Dong
1
Mahanti, Sriketan
1
Mallik, Gaurav
1
Milne, Frank
1
Nagler, Florian
1
Nashikkar, Amrut
1
Satchell, Stephen
1
Uno, Jun
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1
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Journal of financial economics
2
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2
Australian journal of management
1
Economics letters
1
Journal of banking & finance
1
Journal of economic literature
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
McCombs Research Paper Series
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NYU Working Paper
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ECONIS (ZBW)
14
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1
[Rezension von: Milne, Frank, Finance theory and asset pricing]
Subrahmanyam, Marti G.
- In:
Journal of economic literature
34
(
1996
)
4
,
pp. 1972-1974
Persistent link: https://www.econbiz.de/10001348656
Saved in:
2
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
3
Risk aversion and the intertemporal behaviour of asset prices
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1988
Persistent link: https://www.econbiz.de/10000776807
Saved in:
4
The pricing of marked-to-market contingent claims in a no-arbitrage economy
Satchell, Stephen
- In:
Australian journal of management
22
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001256338
Saved in:
5
Coupon effects and the pricing of Japanese government bonds : an empirical analysis
Eom, Young Ho
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001252726
Saved in:
6
Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C.
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
Saved in:
7
The intertemporal behaviour of asset prices and the equivalent martingale measure for the valuation of contingent claims
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1989
Persistent link: https://www.econbiz.de/10000760810
Saved in:
8
Securitization and real investment in incomplete markets
Gaur, Vishal
;
Seshadri, Sridhar
;
Subrahmanyam, Marti G.
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2180-2196
Persistent link: https://www.econbiz.de/10009428252
Saved in:
9
A tale of two prices : liquidity and asset prices in multiple markets
Chan, Justin S. P.
;
Hong, Dong
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 947-960
Persistent link: https://www.econbiz.de/10003733773
Saved in:
10
Latent liquidity : a new measure of liquidity, with an application to corporate bonds
Mahanti, Sriketan
;
Nashikkar, Amrut
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
88
(
2008
)
2
,
pp. 272-298
Persistent link: https://www.econbiz.de/10003720278
Saved in:
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