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~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Collin-Dufresne, Pierre"
~person:"Subrahmanyam, Marti G."
~subject:"1987-2001"
~subject:"Financial crisis"
~subject:"Länderrisiko"
~subject:"Volatility"
~subject:"Yield curve"
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Collin-Dufresne, Pierre
Subrahmanyam, Marti G.
Longstaff, Francis A.
7
Sarno, Lucio
6
Acharya, Viral V.
5
Bollerslev, Tim
5
Chernov, Mikhail
5
Christoffersen, Peter F.
5
Della Corte, Pasquale
5
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5
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5
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5
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4
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4
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4
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4
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4
Harvey, Campbell R.
4
Strahan, Philip E.
4
Todorov, Viktor
4
Ang, Andrew
3
Aragon, George O.
3
Bali, Turan G.
3
Binsbergen, Jules H. van
3
Chan, Kalok
3
Crosignani, Matteo
3
Dinç, Serdar
3
Duchin, Ran
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Feldhütter, Peter
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Filipović, Damir
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3
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Gupta, Rangan
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Kashyap, Anil K.
3
Kimmel, Robert
3
Koijen, Ralph S. J.
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Journal of economics and finance
Journal of financial economics
Annual review of financial economics
1
Fisher College of Business working paper series
1
Journal of Financial Economics
1
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ECONIS (ZBW)
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1
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
2
In sickness and in debt : the COVID-19 impact on sovereign credit risk
Augustin, Patrick
;
Sokolovski, Valeri
;
Subrahmanyam, …
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1251-1274
Persistent link: https://www.econbiz.de/10013402171
Saved in:
3
Sovereign credit risk, liquidity, and European Central Bank intervention : Deus ex machina?
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
;
Tomio, Davide
; …
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 86-115
Persistent link: https://www.econbiz.de/10011590889
Saved in:
4
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. 18-36
Persistent link: https://www.econbiz.de/10009622452
Saved in:
5
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. 447-475
Persistent link: https://www.econbiz.de/10009242328
Saved in:
6
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
7
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Saved in:
8
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
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