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An empirical investigation in credit spread indices
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2000
Persistent link: https://www.econbiz.de/10001604303
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A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus - 2001
intraday price process by including appropriate variables accounting for the news flow into both the mean and the variance … function. This allows us to differentiate between the consistent price reaction to surprising news and traders' uncertainty … about the precise price impact of this information. Analyzing the US employment report, we find that headline information is …
Persistent link: https://www.econbiz.de/10013428452
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The price of convenience
Cameron, T. A.; White, K. J. - 1983
Persistent link: https://www.econbiz.de/10003508672
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The price ain't right? : hospital prices and health spending on the privately insured
Cooper, Zack; Craig, Stuart; Gaynor, Martin; Van … - 2015
Persistent link: https://www.econbiz.de/10011410604
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Turbulence, firm decentralization and growth in bad times
Aghion, Philippe; Bloom, Nicholas; Lucking, Brian; … - 2017
Persistent link: https://www.econbiz.de/10011668680
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Common risk factors in the US and UK interest rate swap markets : evidence from a non-linear vector autoregression approach
Lekkos, Ilias; Milas, Costas - 2002
Persistent link: https://www.econbiz.de/10001664578
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Peak load pricing under rate of return regulation and price uniformity
Bernard, Jean-Thomas - 1974
Persistent link: https://www.econbiz.de/10003310910
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The effect of insider trading by a dominant trader in a simple securities market model
Altuğ, Sumru - 1985 - Rev.
Persistent link: https://www.econbiz.de/10003468530
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Securities trading by banks and credit supply : micro-evidence
Abbassi, Puriya; Iyer, Rajkamal; Peydró, José-Luis; … - 2015
increase their overall investments in securities, especially in those that had a larger price drop. The quantitative effects …
Persistent link: https://www.econbiz.de/10010527104
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The price impact of CDS trading
Gündüz, Yalın; Nasev, Julia; Gehde-Trapp, Monika - 2013
In this paper we show that informational and real frictions in CDS markets strongly affect CDS premia. We derive this main finding using a proprietary set of individual CDS transactions cleared by the Depository Trust & Clearing Corporation. We first show that CDS traders adjust the CDS premium...
Persistent link: https://www.econbiz.de/10009751104