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Corporate hedging and speculative incentives : implications for swap market default risk
Mozumdar, Abon - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 2, pp. 221-250
Persistent link: https://www.econbiz.de/10001626024
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Investment-cash flow sensitivity : fact or fiction?
Ağca, Şenay; Mozumdar, Abon - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1111-1141
Persistent link: https://www.econbiz.de/10011743929
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Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk
Mozumdar, Abon - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 2, pp. 221-250
Persistent link: https://www.econbiz.de/10006696807
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A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
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The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel; Leipold, Markus; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
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Monetary-policy rule as a bridge : predicting inflation without predictive regressions
Hua, Jian; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2559-2586
Persistent link: https://www.econbiz.de/10012128053
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Anchoring credit default swap spreads to firm fundamentals
Bai, Jennie; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1521-1543
Persistent link: https://www.econbiz.de/10011665132
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Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
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Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.; Fisher, Adlai; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
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Price barriers and the dynamics of asset prices in equilibrium
Balduzzi, Pierluigi - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 137-159
Persistent link: https://www.econbiz.de/10001224471