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Explaining the level of credit...
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1
Individual stock-option prices and credit spreads
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
; …
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2706-2715
Persistent link: https://www.econbiz.de/10003796160
Saved in:
2
Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
; …
-
2005
Persistent link: https://www.econbiz.de/10003222023
Saved in:
3
An empirical portfolio perspective on option pricing anomalies
Driessen, Joost
;
Maenhout, Pascal J.
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
4
,
pp. 561-603
Persistent link: https://www.econbiz.de/10003714268
Saved in:
4
The price of correlation risk : evidence from equity options
Driessen, Joost
;
Maenhout, Pascal J.
;
Vilkov, Grigory
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1377-1406
Persistent link: https://www.econbiz.de/10003871954
Saved in:
5
The world price of jumo and volatility risk
Driessen, Joost
;
Maenhout, Pascal J.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 518-536
Persistent link: https://www.econbiz.de/10009705629
Saved in:
6
[Rezension von: Aoki, Masahiko, Corporations in evolving diversity, cognition, governance, and institutions]
Cremers, Martijn
- In:
Journal of economic literature
50
(
2012
)
1
,
pp. 201-203
Persistent link: https://www.econbiz.de/10009529682
Saved in:
7
Active share and the three pillars of active management : skill, conviction, and opportunity
Cremers, Martijn
- In:
Financial analysts' journal : FAJ
73
(
2017
)
2
,
pp. 61-79
Persistent link: https://www.econbiz.de/10011878959
Saved in:
8
What corporate goernance can learn from Catholic Social Teaching
Cremers, Martijn
- In:
Journal of business ethics : JOBE
145
(
2017
)
4
,
pp. 711-724
Persistent link: https://www.econbiz.de/10011757981
Saved in:
9
Internal capital markets : the bright side of corporate politics
Cremers, Martijn
;
Huang, Rocco
;
Sautner, Zacharias
-
2009
Persistent link: https://www.econbiz.de/10003861263
Saved in:
10
Understanding internal capital markets and corporate policies
Cremers, Martijn
;
Huang, Rocco
;
Sautner, Zacharias
-
2009
Persistent link: https://www.econbiz.de/10003865685
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