Risk arbitrage

Results: 274



#Item
21Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

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Source URL: www3.nd.edu

Language: English - Date: 2014-01-17 16:12:29
22The Anatomy of the CDS Market ⇤ Martin Oehmke†

The Anatomy of the CDS Market ⇤ Martin Oehmke†

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Source URL: www.personal.ceu.edu

Language: English - Date: 2015-11-17 09:41:24
23arXiv:1005.0768v1 [q-fin.PR] 5 MayNo-arbitrage pricing under cross-ownership Tom Fischer∗ University of Wuerzburg First version: January 9, 2010

arXiv:1005.0768v1 [q-fin.PR] 5 MayNo-arbitrage pricing under cross-ownership Tom Fischer∗ University of Wuerzburg First version: January 9, 2010

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Source URL: arxiv.org

Language: English - Date: 2012-06-21 18:14:44
24Forced Liquidations, Fire Sales, and the Cost of Illiquidity Richard R. Lindsey and Andrew B. Weisman∗ February 2, 2015 “Vee try to tell them dat our problem was not a solfency problem but a likvitity problem, but th

Forced Liquidations, Fire Sales, and the Cost of Illiquidity Richard R. Lindsey and Andrew B. Weisman∗ February 2, 2015 “Vee try to tell them dat our problem was not a solfency problem but a likvitity problem, but th

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Source URL: www.q-group.org

Language: English - Date: 2015-12-04 10:40:15
25Relative Price Volatility: What Role Does the Border Play? Charles Engel University of Washington and NBER John H. Rogers Board of Governors of the Federal Reserve System

Relative Price Volatility: What Role Does the Border Play? Charles Engel University of Washington and NBER John H. Rogers Board of Governors of the Federal Reserve System

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Source URL: www.ssc.wisc.edu

Language: English - Date: 1998-09-15 22:26:20
26Substituted Compliance and Systemic Risk: How to Make a Global Market in Derivatives Regulation Sean J. Griffith T.J. Maloney Chair and Professor of Law

Substituted Compliance and Systemic Risk: How to Make a Global Market in Derivatives Regulation Sean J. Griffith T.J. Maloney Chair and Professor of Law

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Source URL: www.imfs-frankfurt.de

Language: English - Date: 2014-09-22 07:16:14
27Related securities and equity market quality: The case of CDS Ekkehart Boehmer, Sudheer Chava and Heather E. Tookes∗ ∗

Related securities and equity market quality: The case of CDS Ekkehart Boehmer, Sudheer Chava and Heather E. Tookes∗ ∗

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 19:33:42
28Microsoft Word - Abstract Hugues Langlois.docx

Microsoft Word - Abstract Hugues Langlois.docx

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2015-11-05 05:02:13
29Regulatory Arbitrage of Risk Measures Ruodu Wang∗ November 29, 2015 Abstract We introduce regulatory arbitrage of risk measures as one of the key considerations in choosing

Regulatory Arbitrage of Risk Measures Ruodu Wang∗ November 29, 2015 Abstract We introduce regulatory arbitrage of risk measures as one of the key considerations in choosing

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2016-04-24 04:00:21
30Study On Asset Prices And Arbitrage Pricing Theory Asset prices are commonly believed to react sensitively to economic news. Daily experience seems to support the view that individual asset prices are influenced by a wid

Study On Asset Prices And Arbitrage Pricing Theory Asset prices are commonly believed to react sensitively to economic news. Daily experience seems to support the view that individual asset prices are influenced by a wid

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Source URL: eagle-essays.com

Language: English - Date: 2015-03-10 11:24:25