Similar Search Results - EconBiz

The Cross-Section of Credit Risk Premia and Equity Returns

Friewald, Nils - 2015

We explore the link between a firm's stock returns and its credit risk using a simple insight from structural models following Merton (1974): risk premia on equity and credit instruments are related because all claims on assets must earn the same compensation per unit of risk. Consistent with...

Persistent link: https://www.econbiz.de/10013037815

Dealer inventory and the cross-section of corporate bond returns

Friewald, Nils; Nagler, Florian - In: Economics letters 239 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015076672

[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

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

Risk aversion and the intertemporal behaviour of asset prices

Stapleton, Richard C.; Subrahmanyam, Marti G. - 1988

Persistent link: https://www.econbiz.de/10000776807

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

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

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

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

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

A service of the