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Price Discovery and Liquidity in the Credit Default Swap Market

Clark, Ephraim; Lin, Ming-Tsung; Mitra, Sovan - 2023

The inefficient pricing of the CDS (credit default swap) market has been considered as one of the main causes of the Global Financial Crisis. As price discovery is theoretically related to liquidity, this has been considered a source of mispricing in this over-the-counter market. However the CDS...

Persistent link: https://www.econbiz.de/10014256507

Cryptocurrency return predictability : what is the role of the environment?

Clark, Ephraim; Lahiani, Amine; Mefteh-Wali, Salma - In: Technological forecasting & social change : an … 189 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014266251

Risk management decisions and value under uncertainty

Barone-Adesi, Giovanni; Clark, Ephraim; Prigent, Jean-Luc - In: Risk management decisions and value under uncertainty, (pp. 603-604). 2022

Persistent link: https://www.econbiz.de/10013341955

Stock exchange efficiency and convergence : international evidence

Clark, Ephraim; Qiao, Zhuo - In: Risk management decisions and value under uncertainty, (pp. 855-875). 2022

Persistent link: https://www.econbiz.de/10013342060

Managing risk in international business : techniques and applications

Clark, Ephraim - 1996 - 1. ed.

Persistent link: https://www.econbiz.de/10013487873

Arbitrage, hedging, and speculation : the foreign exchange market

Clark, Ephraim (contributor); Ghosh, Dilip K. (contributor) - 2004

Persistent link: https://www.econbiz.de/10004818861

Arbitrage, hedging, and speculation : the foreign exchange market

Clark, Ephraim; Ghosh, Dilip K. - 2004

Persistent link: https://www.econbiz.de/10001857240

International finance

Clark, Ephraim - 1993 - 1st ed

Persistent link: https://www.econbiz.de/10013487818

Stock-ADR arbitrage : microstructure risk

Mitra, Sovan; Chinthalapati, V. L. Raju; Clark, Ephraim; … - In: Journal of international financial markets, … 63 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012263282

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