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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
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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
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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
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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
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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
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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
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Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
Friewald, Nils; Jankowitsch, Rainer; Subrahmanyam, Marti G. - In: Journal of financial economics 105 (2012) 1, pp. 18-37
Persistent link: https://www.econbiz.de/10009979021
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Price dispersion in OTC markets: A new measure of liquidity
Jankowitsch, Rainer; Nashikkar, Amrut; Subrahmanyam, … - In: Journal of banking & finance 35 (2011) 2, pp. 343-358
Persistent link: https://www.econbiz.de/10008769664
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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
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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. 947-961
Persistent link: https://www.econbiz.de/10008883935