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Downside risk and defaultable bond returns
Liang, Xinting; Yang, Baochen; Su, Yunpeng; An, Yunbi - In: Journal of management science and engineering 6 (2021) 1, pp. 99-110
and contains almost all valid information on liquidity risk. As the credit level decreases, the explanatory power of …
Persistent link: https://www.econbiz.de/10013206142
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Derivatives and default risk
Scholz, Sebastian - 2010
Upstream producers that possess market power, sell forwards with a lengthy duration to regional electricity companies … (REC). As part of the liberalization of the electricity market, RECs have been privatized and exposed to a possible …
Persistent link: https://www.econbiz.de/10003951795
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Beyong Enron : regulation in energy derivatives trading
Brunet, Alexia; Shafe, Meredith - In: Northwestern journal of international law & business 27 (2007) 3, pp. 665-706
Persistent link: https://www.econbiz.de/10003564808
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Three essays in dynamic economic analysis
Scholz, Sebastian - 2010
Persistent link: https://www.econbiz.de/10003986027
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Liquidity and bankruptcy with incomplete markets : pure exchange
Dubey, Pradeep; Geanakoplos, John - 1989
Persistent link: https://www.econbiz.de/10000126430
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Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of May 2005
Acharya, Viral V. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003638347
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Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of May 2005
Acharya, Viral V.; Schaefer, Stephen M.; Zhang, Yili - 2007
Persistent link: https://www.econbiz.de/10003640610
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Two essays on government bond markets
Wang, Junbo - 2005
Persistent link: https://www.econbiz.de/10003906123
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Empirical analysis of credit risk regime switching and temporal conditional default correlation in credit default swap valuation : the market liquidity effect
Dunbar, Kwamie (contributor); Edwards, Albert J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003474201
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Illiquidity, insolvency, and banking regulation
Cao, Jin - 2010
liquidity and solvency shocks. Extending the work by Cao & Illing (2009a, b), it is shown that systemic liquidity shortage … extra cost for banking regulation and makes some schemes that are optimal under pure illiquidity risks (such as liquidity …
Persistent link: https://www.econbiz.de/10003952099