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The price of the smile and variance risk premia
Gruber, Peter H.; Tebaldi, Claudio; Trojani, Fabio - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
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Unfair "fair value" in illiquid markets : information spillover effects in times of crisis
Dontoh, Alex K.; Elayan, Fayez A.; Ronen, Joshua; … - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5163-5193
Persistent link: https://www.econbiz.de/10012625098
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The double trigger for mortgage default : evidence from the fracking boom
Cunningham, Christopher R.; Gerardi, Kristopher; Shen, Lily - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3943-3964
Persistent link: https://www.econbiz.de/10012607214
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Why do borrowers make mortgage refinancing mistakes?
Agarwal, Sumit; Rosen, Richard Joseph; Yao, Wenxiong - In: Management science : journal of the Institute for … 62 (2016) 12, pp. 3494-3509
Persistent link: https://www.econbiz.de/10011626400
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Jumps in equity index returns before and during the recent financial crisis : a Bayesian analysis
Kou, Steven; Yu, Cindy; Zhong, Haowen - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 988-1010
Persistent link: https://www.econbiz.de/10011672793
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Revolving rating analysts and ratings of mortgage-backed and asset-backed securities : evidence from LinkedIn
Jiang, John Xuefeng; Wang, Isabel Yanyan; Wang, K. Philip - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5832-5854
Persistent link: https://www.econbiz.de/10011964594
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The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Bhat, Gauri; Ryan, Stephen G.; Vyas, Dushyantkumar - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2116-2141
Persistent link: https://www.econbiz.de/10012039734
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The use of credit ratings in the delegated management of fixed income assets
Baghai, Ramin P.; Becker, Bo; Pitschner, Stefan - In: Management science : journal of the Institute for … 70 (2024) 5, pp. 3059-3079
Persistent link: https://www.econbiz.de/10014551059
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Asset reclassifications and bank recapitalization during the financial crisis
Bischof, Jannis; Brüggemann, Ulf; Daske, Holger - In: Management science : journal of the Institute for … 69 (2023) 1, pp. 75-100
Persistent link: https://www.econbiz.de/10014288434
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Advances in blockchain and crypto economics
Biais, Bruno; Capponi, Agostino; Cong, Lin William; … - In: Management science : journal of the Institute for … 69 (2023) 11, pp. 6417-6426
Persistent link: https://www.econbiz.de/10014435341