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When does strategic debt service matter?

Acharya, Viral V.; Huang, Jing-Zhi; Subrahmanyam, Marti G. - 2002

Persistent link: https://www.econbiz.de/10001710110

When does strategic debt service matter?

Acharya, Viral V.; Huang, Jing-Zhi; Subrahmanyam, Marti G. - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700356

When does strategic debt service matter?

Acharya, Viral V.; Huang, Jing-Zhi; Subrahmanyam, Marti G. - 2002

Persistent link: https://www.econbiz.de/10013424137

Idiosyncratic risk, sharing rules and the theory of risk bearing

Franke, Günter - 1992

Persistent link: https://www.econbiz.de/10000839017

Credit risk and the pricing of Japanese yen interest rate swaps

Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - 1997

Persistent link: https://www.econbiz.de/10000992592

The valuation of options on portfolios

Stapleton, Richard C.; Subrahmanyam, Marti G. - 1987

Persistent link: https://www.econbiz.de/10000739174

The intertemporal behaviour of asset prices and the equivalent martingale measure for the valuation of contingent claims

Stapleton, Richard C.; Subrahmanyam, Marti G. - 1989

Persistent link: https://www.econbiz.de/10000760810

Risk aversion and the intertemporal behaviour of asset prices

Stapleton, Richard C.; Subrahmanyam, Marti G. - 1988

Persistent link: https://www.econbiz.de/10000776807

A dynamic model of the regulated firm under uncertainty

Subrahmanyam, Marti G. - 1974

Persistent link: https://www.econbiz.de/10000930053

Why do investors buy sovereign default insurance?

Augustin, Patrick; Sokolovski, Valeri; Subrahmanyam, … - 2016

We provide a comprehensive analysis of the determinants of trading in the sovereign credit default swaps (CDS) market, using weekly data for single-name sovereign CDS from October 2008 to September 2015. We describe the anatomy of the sovereign CDS market, derive a law of motion for gross...

Persistent link: https://www.econbiz.de/10011541398