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Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004
Persistent link: https://www.econbiz.de/10002022642
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Asset allocation and risk allocation : can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.; Shoven, John B. - 1999
Persistent link: https://www.econbiz.de/10001376928
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Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica; Warusawitharana, Missaka - 2007
Are excess returns predictable and if so, what does this mean for investors? Previous literature has tended toward two polar viewpoints: that predictability is useful only if the statistical evidence for it is incontrovertible, or that predictability should affect portfolio choice, even if the...
Persistent link: https://www.econbiz.de/10003486181
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Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2011
Persistent link: https://www.econbiz.de/10008839764
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Global business cycles and credit risk
Pesaran, M. Hashem; Schuermann, Til; Treutler, Björn-Jakob - 2005
Persistent link: https://www.econbiz.de/10003087235
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Optimal bank regulation in the presence of credit and run-risk
Kashyap, Anil K.; Tsomocos, Dimitrios P.; Vardoulakis, … - 2020
Persistent link: https://www.econbiz.de/10012193686
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Money and inflation in the euro area : a case for monetary indicators?
Gerlach, Stefan; Svensson, Lars E. O. - 2000
Persistent link: https://www.econbiz.de/10001535044
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Why does the treasury issue tips? : the tips-treasury bond puzzle
Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - 2010
Persistent link: https://www.econbiz.de/10008663044
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International reserves and swap lines : substitutes or complements?
Aizenman, Joshua; Jinjarak, Yothin; Park, Donghyun - 2010
Persistent link: https://www.econbiz.de/10003950848
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Are all credit default swap databases equal?
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - 2010
sources of corporate Credit Default Swap prices: GFI, Fenics, Reuters EOD, CMA, Markit and JP Morgan, using the most liquid …
Persistent link: https://www.econbiz.de/10008773254