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Schaefer, Stephen M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,687 |
Total
Citations
135 |
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1.
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Strebulaev, Ilya A.
Stanford University - Graduate School of Business Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
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18 Jun 04
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Last Revised:
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23 Dec 07
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1,329
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67
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Credit risk, structural models, hedge ratios, credit spreads
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Non-Linear Value-at-Risk
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Versions (2)
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Britten-Jones, Mark
London Business School - Institute of Finance and Accounting Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
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Posted:
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21 Sep 99
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Last Revised:
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20 Jan 10
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693
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4
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Britten-Jones, Mark
London Business School - Institute of Finance and Accounting Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
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693
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4
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Britten-Jones, Mark
London Business School - Institute of Finance and Accounting Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
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0
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3.
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Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005
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Acharya, Viral V.
New York University - Leonard N. Stern School of Business Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Zhang, Yili
London Business School
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Posted:
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05 Mar 08
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Last Revised:
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29 Sep 08
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671
(17,043)
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23
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Acharya, Viral V.
New York University - Leonard N. Stern School of Business Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Zhang, Yili
London Business School
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2
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23
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excess co-movement, financial crises, funding liquidity, inventory risk, market liquidity
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Acharya, Viral V.
New York University - Leonard N. Stern School of Business Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Zhang, Yili
London Business School
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05 Mar 08
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Last Revised:
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29 Sep 08
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669
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23
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market liquidity, funding liquidity, excess co-movement, inventory risk, financial crises
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4.
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Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Brown, Roger H.
Warburg Dillon Read
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475
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17
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5.
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Pillar 1 vs. Pillar 2 Under Risk Management
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Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
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Posted:
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07 Mar 05
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Last Revised:
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02 May 12
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261
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5
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Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
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29
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5
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Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
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232
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5
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Bank portfolio management, Capital requirements
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6.
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Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective
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Giesecke, Kay
Stanford University - Management Science & Engineering Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Strebulaev, Ilya A.
Stanford University - Graduate School of Business
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Posted:
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09 Feb 12
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Last Revised:
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20 Feb 12
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145
(101,047)
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Giesecke, Kay
Stanford University - Management Science & Engineering Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Strebulaev, Ilya A.
Stanford University - Graduate School of Business
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19
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Giesecke, Kay
Stanford University - Management Science & Engineering Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Strebulaev, Ilya A.
Stanford University - Graduate School of Business
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126
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financial markets, macroeconomy, corporate defaults, bank lending, collateral, business cycles
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7.
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Giesecke, Kay
Stanford University - Management Science & Engineering Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Strebulaev, Ilya A.
Stanford University - Graduate School of Business
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96
(139,162)
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17
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8.
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Renò, Roberto
University of Siena - Department of Economics Roma, Antonio
Universita di Siena Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
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14
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9.
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Ang, Andrew
Columbia Business School - Finance and Economics Goetzmann, William N.
Yale School of Management - International Center for Finance Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
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3
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2
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efficient market hypothesis, CAPM, APT, arbitrage
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