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~isPartOf:"The European journal of finance"
~isPartOf:"The journal of fixed income"
~person:"Ap Gwilym, Owain"
~person:"Ho, Thomas S. Y."
~person:"Wang, Junbo"
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Ap Gwilym, Owain
Ho, Thomas S. Y.
Wang, Junbo
Cantor, Richard
15
Fabozzi, Frank J.
13
Girardone, Claudia
9
Wu, Chunchi
9
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7
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The European journal of finance
The journal of fixed income
Journal of international money and finance
4
Journal of investment management : JOIM
4
Journal of banking & finance
3
Journal of financial stability
3
Journal of international financial markets, institutions & money
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2
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1
Bank strategy, governance and ratings : [a selection of papers from the 2010 conference of the European Association of University Teachers of Banking and Finance (otherwise known as the Wolpertinger conference)]
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LSF research working paper series
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Proceedings from the ... Annual GAT Conference
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The British accounting review : the journal of the British Accounting Association
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The credit market handbook : advanced modeling issues
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The journal of finance : the journal of the American Finance Association
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The journal of financial research
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The journal of futures markets
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ECONIS (ZBW)
12
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1
Investors' heterogeneous beliefs and the impact of sovereign
credit
ratings in foreign exchange and equity markets
Tran, Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1211-1233
Persistent link: https://www.econbiz.de/10012207079
Saved in:
2
Differences of opinion in sovereign
credit
signals during the European crisis
Alsakka, Rasha
;
Ap Gwilym, Owain
;
Huong Vu
- In:
The European journal of finance
23
(
2017
)
10/12
,
pp. 859-884
Persistent link: https://www.econbiz.de/10011740257
Saved in:
3
Are liquidity and counterparty risk priced in the
credit
default swap market?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
Saved in:
4
Credit
Default Swaps : theory and empirical evidence
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 17-28
Persistent link: https://www.econbiz.de/10002836079
Saved in:
5
The use of
credit
ratings in investment management in the U. S. and Europe
Cantor, Richard
;
Ap Gwilym, Owain
;
Thomas, Stephen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 13-26
Persistent link: https://www.econbiz.de/10003628169
Saved in:
6
A unified
credit
and interest rate arbitrage-free contingent claim model
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 5-17
Persistent link: https://www.econbiz.de/10003808952
Saved in:
7
Effects of
credit
quality on tax-exempt and taxable yields
Liu, Sheen
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
Saved in:
8
Volatility transmission among the CDS, equity, and bond markets
Lei Meng
;
Ap Gwilym, Owain
;
Varas, Jose
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 33-46
Persistent link: https://www.econbiz.de/10003808961
Saved in:
9
ARE LIQUIDITY AND COUNTERPARTY RISK PRICED IN THE
CREDIT
DEFAULT SWAP MARKET?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2011
)
4
,
pp. 59-80
Persistent link: https://www.econbiz.de/10008993326
Saved in:
10
Valuing fixed rate mortgage loans with default and prepayment options
Dunsky, Robert M.
;
Ho, Thomas S. Y.
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 7-31
Persistent link: https://www.econbiz.de/10003457011
Saved in:
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