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Bai, Jennie's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,380 |
Total
Citations
20 |
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1.
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Bai, Jennie
Federal Reserve Bank of New York
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432
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2
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stock return prediction, adaptability, dynamic macro index
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2.
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The Determinants of the CDS-Bond Basis During the Financial Crisis of 2007-2009
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Bai, Jennie
Federal Reserve Bank of New York Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics
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Posted:
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20 Mar 12
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Last Revised:
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14 Apr 13
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395
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15
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Bai, Jennie
Federal Reserve Bank of New York Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics
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65
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15
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Limit of arbitrage, basis, credit default swaps, counterparty risk, liquidity
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Bai, Jennie
Federal Reserve Bank of New York Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics
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20 Mar 12
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Last Revised:
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14 Apr 13
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330
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15
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limit of arbitrage, basis, credit default swaps, counterparty risk, liquidity
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3.
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Have Financial Markets Become More Informative?
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Bai, Jennie
Federal Reserve Bank of New York Philippon, Thomas
New York University (NYU) - Department of Finance Savov, Alexi
New York University (NYU) - Department of Finance
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Posted:
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17 Mar 12
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Last Revised:
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18 Apr 13
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197
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Bai, Jennie
Federal Reserve Bank of New York Philippon, Thomas
New York University (NYU) - Department of Finance Savov, Alexi
New York University (NYU) - Department of Finance
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13 Nov 12
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Last Revised:
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18 Apr 13
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42
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financial markets, price informativeness, real efficiency, earnings, investment
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Bai, Jennie
Federal Reserve Bank of New York Philippon, Thomas
New York University (NYU) - Department of Finance Savov, Alexi
New York University (NYU) - Department of Finance
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17 Mar 12
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Last Revised:
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08 Apr 13
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155
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price informativeness, financial markets, real efficiency, earnings, investment
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4.
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Bai, Jennie
Federal Reserve Bank of New York
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160
(92,217)
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2
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Adaptive Macro Index, Forecasting
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5.
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When is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads
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Versions (4)
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Bai, Jennie
Federal Reserve Bank of New York Wei, Shang-Jin
Columbia Business School - Finance and Economics
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Posted:
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20 Mar 12
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Last Revised:
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14 Feb 13
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87
(148,160)
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Bai, Jennie
Federal Reserve Bank of New York Wei, Shang-Jin
Columbia Business School - Finance and Economics
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2
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CDS, contracting institutions, property rights institutions, sovereign risk, transfer risk
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Bai, Jennie
Federal Reserve Bank of New York Wei, Shang-Jin
Columbia Business School - Finance and Economics
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3
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Bai, Jennie
Federal Reserve Bank of New York Wei, Shang-Jin
Columbia Business School - Finance and Economics
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26
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sovereign risk, CDS, property rights institutions, contracting institutions, transfer risk
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Bai, Jennie
Federal Reserve Bank of New York Wei, Shang-Jin
Columbia Business School - Finance and Economics
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20 Mar 12
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Last Revised:
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18 Oct 12
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56
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sovereign risk, credit-default swap, property rights institutions, contracting institutions, transfer risk
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6.
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On Bounding Credit Event Risk Premia
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Versions (2)
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hide multiple versions |
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Bai, Jennie
Federal Reserve Bank of New York Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities Helwege, Jean
University of South Carolina
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Posted:
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18 Oct 12
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Last Revised:
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13 Nov 12
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57
(188,267)
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Bai, Jennie
Federal Reserve Bank of New York Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities Helwege, Jean
University of South Carolina
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31
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credit risk model, contagion
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Bai, Jennie
Federal Reserve Bank of New York Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities Helwege, Jean
University of South Carolina
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26
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Credit event risk, contagion, reduced-form model
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7.
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Bai, Jennie
Federal Reserve Bank of New York Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
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49
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1
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structural model, firm fundamentals, credit default swap, cross-sectional variation, relative valuation
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8.
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Bai, Jennie
Federal Reserve Bank of New York Guo, Jia
Columbia University Mandel, Benjamin R.
Federal Reserve Bank of New York
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3
(330,630)
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international prices, art auction
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