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Risk, incentives, and managerial behavior

Franke, Günter - In: Europäische Integration und globaler Wettbewerb, (pp. 249-267). 1993

Persistent link: https://www.econbiz.de/10001283868

The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique

Ho, Teng-suan - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 827-840

Persistent link: https://www.econbiz.de/10001222419

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. 2180-2197

Persistent link: https://www.econbiz.de/10009809939

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/10008052229

Finance theory and asset pricing

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