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~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Subrahmanyam, Marti G."
~subject:"CAPM"
~subject:"Credit derivative"
~subject:"Financial crisis"
~subject:"Volatility"
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Subrahmanyam, Marti G.
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Journal of economics and finance
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1
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:
2
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
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
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:
6
Latent liquidity : a new measure of liquidity, with an application to corporate bonds
Mahanti, Sriketan
;
Nashikkar, Amrut
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
88
(
2008
)
2
,
pp. 272-298
Persistent link: https://www.econbiz.de/10003720278
Saved in:
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