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Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.; Yildirim, Yildiray - In: Annual review of financial economics 15 (2023), pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
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Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo; Fabozzi, Frank J. - In: Computational economics 46 (2015) 2, pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
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Active loan trading
Fabozzi, Frank J.; Klingler, Sven; Mølgaard, Pia; … - In: Journal of financial intermediation 46 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
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Bank capital requirements, loan guarantees and firm performance
Mayordomo, Sergio; Moreno, Antonio; Ongena, Steven; … - In: Journal of financial intermediation 45 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012656587
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Does central clearing benefit risky dealers?
Mayordomo, Sergio; Posch, Peter N. - In: Journal of international financial markets, … 42 (2016), pp. 91-100
Persistent link: https://www.econbiz.de/10011673419
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Futures contract collateralization and its implications
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Journal of empirical finance 74 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
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How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.; Breemen, Vivian van; Vink, Dennis; … - In: Journal of financial services research 63 (2023) 2, pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
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Bank regulatory capital arbitrage : evidence from housing overappraisals
Mayordomo, Sergio; Rachedi, Omar; Rodríguez Moreno, María - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2255-2271
Persistent link: https://www.econbiz.de/10014519938