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Arbitrage Opportunities in CDS...
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1
Counterparty risk and counterparty choice in the credit default swap market
Du, Wenxin
;
Gadgil, Salil
;
Gordy, Michael B.
;
Vega, Clara
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3808-3826
Persistent link: https://www.econbiz.de/10014552008
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2
Dealer liquidity provision and the breakdown of the law of one price : evidence from the CDS-bond basis
Choi, Jaewon
;
Shachar, Or
;
Shin, Sean Seunghun
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4100-4122
Persistent link: https://www.econbiz.de/10012118544
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3
Financial innovation and financial intermediation : evidence from credit default swaps
Butler, Alexander W.
;
Gao, Xiang
;
Uzmanoglu, Cihan
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3150-3173
Persistent link: https://www.econbiz.de/10012581326
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4
Discriminatory pricing of over-the-counter derivatives
Hau, Harald
;
Hoffmann, Peter
;
Langfield, Sam
;
Timmer, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6660-6677
Persistent link: https://www.econbiz.de/10012703699
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5
Speculation and the bond market : an empirical no-
arbitrage
framework
Barillas, Francisco
;
Nimark, Kristoffer P.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4179-4203
Persistent link: https://www.econbiz.de/10012118552
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6
Tractable term structure models
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Le, Anh
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8411-8429
Persistent link: https://www.econbiz.de/10014280217
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7
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3603-3616
Persistent link: https://www.econbiz.de/10012289183
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8
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
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9
What do credit markets tell us about the speed of leverage adjustment?
Elkamhi, Redouane
;
Pungaliya, Raunaq S.
;
Vijh, Anand M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2269-2290
Persistent link: https://www.econbiz.de/10010461903
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10
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
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