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2020 |
Zhang, Peng |
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2020 |
Rintu, Anthony |
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2020 |
Heckel, Thomas |
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2020 |
Mao-Wei, Hung |
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2020 |
Chen, James |
| A complete model for pricing coco bonds
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2020 |
Milanov, Krasimir |
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2019 |
McCoy, Bill |
| Are bond ratings informative? : evidence from regulatory regime changes
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2019 |
Ederington, Louis H. |
| Default risk characteristics of construction surety bonds
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2019 |
Kim, Hyeongjun |
| Fixed-income value factor
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2019 |
Shen, Shawn |
| Dynamic risk factors in carry trades
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2019 |
Baek, Seungho |
| Credit rating and liquidity in the US corporate bond market
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2019 |
Díaz, Anonio |
| What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
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2019 |
Liu, Sheen |
| The pre-FOMC announcement drift : an empirical analysis
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2019 |
Ben Dor, Arik |
| The relative effectiveness of the fed funds futures and the Federal Open Market Committee (FOMC) dot plots in predicting the future federal funds rate
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2019 |
Burke, John |
| Are the risk-free interest rates correlated with sovereign default intensities?
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2019 |
Kagraoka, Yusho |
| The impact of firm-level political risk on creditor control
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2019 |
Isakin, Maksim |
| Duration and globalization
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2018 |
Afik, Zvika |
| What does the yield-curve slope really tell us?
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2018 |
Howell, Michael J. |
| Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
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2018 |
Tah, Kenneth A. |
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