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Do forward markets enhance competition? : experimental evidence
Le Coq, Chloé (contributor); Orzen, Henrik (contributor) - 2002 - [Elektronische Ressource], Rev. October 1, 2004
Hedging risks is an important rationale for the existence of forward markets. However, Allaz and Vila (1993) show that …
Persistent link: https://www.econbiz.de/10001693096
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Cash auction bankruptcy and corporate restructuring
Thorburn, Karin S. - 1998
Persistent link: https://www.econbiz.de/10000983728
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Do buyers and sellers behave similarly in a limit order book? : A high-frequency data examination of the Finnish stock exchange
Hedvall, Kaj; Niemeyer, Jonas; Rosenqvist, Gunnar - 1997
Persistent link: https://www.econbiz.de/10000958052
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Credit risk in corporate securities and derivatives : valuation and optimal capital structure choice
Ericsson, Jan - 1997
Persistent link: https://www.econbiz.de/10000961237
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A framework for valuing corporate securities
Ericsson, Jan; Reneby, Joel - 1995
Persistent link: https://www.econbiz.de/10000928598
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Pricing corporate debt
Reneby, Joel - 1998
Persistent link: https://www.econbiz.de/10000984252
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Payments in kind
Ellingsen, Tore - 1998
Persistent link: https://www.econbiz.de/10000987475
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Payments in kind
Ellingsen, Tore - 2000 - Rev. version
Persistent link: https://www.econbiz.de/10001452792
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The market impact of short-sale constraints
Nilsson, Roland - 2005
Persistent link: https://www.econbiz.de/10002993690
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Finite dimensional realizations of forward price term structure models
Gaspar, Raquel M. (contributor) - 2004 - [Elektronische Ressource]
In this paper we study a fairly general Wiener driven model for the term structure of forward prices. The model, under a fixed martingale measure, Q, consists of two infinite dimensional stochastic differential equations (SDEs). The first system is a standard HJM model for (forward) interest...
Persistent link: https://www.econbiz.de/10002450616