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Brennan, Michael J. (contributor); Hein, Julia (contributor) - 2008

In this paper we analyze the source and magnitude of marketing gains from selling structured debt securities at yields that reflect only their credit ratings, or specifically at yields on equivalently rated corporate bonds. We distinguish between credit ratings that are based on probabilities of...

Persistent link: https://www.econbiz.de/10003788754

tay's as good as cay

Brennan, Michael J.; Xia, Yihong - In: Finance research letters 2 (2005) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10002685412

tay's as good as cay: reply

Lettau, Martin; Ludvigson, Sydney C. - In: Finance research letters 2 (2005) 1, pp. 15-22

Persistent link: https://www.econbiz.de/10002685533

International capital markets and foreign exchange risk

Brennan, Michael J.; Xia, Yihong - In: The review of financial studies 19 (2006) 3, pp. 753-795

Persistent link: https://www.econbiz.de/10003358382

Tranching and rating

Brennan, Michael J.; Hein, Julia; Poon, Ser-Huang - In: European financial management : the journal of the … 15 (2009) 5, pp. 891-922

Persistent link: https://www.econbiz.de/10003909944

The mispricing return premium

Brennan, Michael J.; Wang, Ashley W. - In: The review of financial studies 23 (2010) 9, pp. 3437-3468

Persistent link: https://www.econbiz.de/10008664111

Saving bonds: theory and empirical evidence

Brennan, Michael J.; Schwartz, Eduardo S. - 1979

Persistent link: https://www.econbiz.de/10003501266

The valuation of American put options

Brennan, Michael J.; Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 32 (1977) 2, pp. 449-462

Persistent link: https://www.econbiz.de/10003501285

Regional labour and capital migration Final report : Contract No C-325-65

Brennan, Michael J. - 1967

Persistent link: https://www.econbiz.de/10003501308

Risk and valuation under an intertemporal capital asset pricing model

Brennan, Michael J.; Xia, Yihong - In: The journal of business : B 79 (2006) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10003301922

A service of the

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