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Milne, Frank; Subrahmanyam, Marti G. - In: Journal of economic literature 34 (1996) 4, pp. 1972-1973

Persistent link: https://www.econbiz.de/10006856745

Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?

Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; … - Research Center SAFE (Sustainable Architecture for … - 2015

This paper examines the dynamic relationship between credit risk and liquidity in the sovereign bond market in the context of the European Central Bank (ECB) interventions. Using a comprehensive set of liquidity measures obtained from a detailed, quote-level dataset of the largest interdealer...

Persistent link: https://www.econbiz.de/10011252511

Pricing and hedging interest rate options: Evidence from cap-floor markets

Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of banking & finance 29 (2005) 3, pp. 701-734

Persistent link: https://www.econbiz.de/10005879200

The economic determinants of interest rate option smiles

Deuskar, Prachi; Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of banking & finance 32 (2008) 5, pp. 714-728

Persistent link: https://www.econbiz.de/10007995467

COUPON EFFECTS AND THE PRICING OF JAPANESE GOVERNMENT BONDS: AN EMPIRICAL ANALYSIS

Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - In: The journal of fixed income 8 (1998) 2, pp. 69-86

Persistent link: https://www.econbiz.de/10007350349

The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique

Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. - In: The journal of finance : the journal of the American … 52 (1997) 2

Persistent link: https://www.econbiz.de/10007372810

TRANSMISSION OF SWAP SPREADS AND VOLATILITIES IN THE JAPANESE SWAP MARKET

Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - In: The journal of fixed income 12 (2002) 1, pp. 6-28

Persistent link: https://www.econbiz.de/10007165967

Pricing and Hedging American Options: A Recursive Integration Method

Huang, Jing-zhi; Subrahmanyam, Marti G.; Yu, G.George - In: The review of financial studies 9 (1996) 1, pp. 277-300

Persistent link: https://www.econbiz.de/10007314673

Papers - 1 - The Pricing of Marked-to-Market Contingent Claims in a No-Arbitrage Economy

Satchell, Stephen E.; Stapleton, Richard C.; … - In: Australian journal of management 22 (1997) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10006995164

The structure and formation of business groups: Evidence from Korean chaebols

Almeida, Heitor; Park, Sang Yong; Subrahmanyam, Marti G.; … - In: Journal of financial economics 99 (2011) 2, pp. 447-476

Persistent link: https://www.econbiz.de/10008770482