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~isPartOf:"Finance research letters"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~subject:"Estimation"
~subject:"Marktliquidität"
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US corporate default swap valuation : the market liquidity hypothesis and autonomous credit risk
Dunbar, Kwamie
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contributor
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2007
Persistent link: https://www.econbiz.de/10003474194
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2
Effectively hedging the interest rate risk of wide floating rate coupon spreads
Schröder, Thomas
;
Dunbar, Kwamie
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2010
Persistent link: https://www.econbiz.de/10003949824
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Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
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