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Macroeconomic effects of corporate default crisis: A long-term perspective
Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - In: Journal of financial economics 111 (2014) 2, pp. 297-310
Persistent link: https://www.econbiz.de/10010255519
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Structural models of credit risk are useful : evidence from hedge ratios on corporate bonds
Schaefer, Stephen M.; Strebulaev, Ilya A. - In: Journal of financial economics 90 (2008) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003778973
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A unified model of distress risk puzzles
Chen, Zhiyao; Hackbarth, Dirk; Strebulaev, Ilya A. - In: Journal of financial economics 146 (2022) 2, pp. 357-384
Persistent link: https://www.econbiz.de/10013482277
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Marketing-to-market and the demand for interest rate futures contracts
Lioui, Abraham - In: The journal of futures markets 17 (1997) 3, pp. 303-316
Persistent link: https://www.econbiz.de/10001221316
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Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham; Poncet, Patrice - In: The journal of futures markets 21 (2001) 4, pp. 329-346
Persistent link: https://www.econbiz.de/10001567419
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Bernoulli speculator and trading strategy risk
Lioui, Abraham; Poncet, Patrice - In: The journal of futures markets 20 (2000) 6, pp. 507-523
Persistent link: https://www.econbiz.de/10001509969
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Government policy and ownership of equity securities
Rydqvist, Kristian; Spizman, Joshua; Strebulaev, Ilya A. - In: Journal of financial economics 111 (2014) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10010255540
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Sustainable investing with ESG rating uncertainty
Avramov, Doron; Cheng, Si; Lioui, Abraham; Tarelli, Andrea - In: Journal of financial economics 145 (2022) 2,2, pp. 642-664
Persistent link: https://www.econbiz.de/10013474428