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Gibson , Rajna's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,443 |
Total
Citations
66 |
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1.
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Modeling the Term Structure of Interest Rates: A Review of the Literature
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Lhabitant, Francois
Kedge Capital Fund Management Gibson , Rajna
Swiss Finance Institute Talay, Denis
French National Institute for Research in Computer Science and Control (INRIA)
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Posted:
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23 Jul 01
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Last Revised:
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29 Feb 12
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2,369
(2,136)
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4
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Gibson , Rajna
Swiss Finance Institute Lhabitant, Francois
Kedge Capital Fund Management Talay, Denis
French National Institute for Research in Computer Science and Control (INRIA)
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term structure, interest rates, continuous-time models
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Lhabitant, Francois
Kedge Capital Fund Management Gibson , Rajna
Swiss Finance Institute Talay, Denis
French National Institute for Research in Computer Science and Control (INRIA)
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2,369
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Interest rates, term structure models
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2.
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Bares, Pierre-Antoine
affiliation not provided to SSRN Gibson , Rajna
Swiss Finance Institute Gyger, Sebastien
Lombard Odier Darier Hentsch & Cie
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1,056
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11
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3.
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Gibson , Rajna
Swiss Finance Institute Wang, Songtao
Swiss Finance Institute
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21 Nov 08
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Last Revised:
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24 Mar 10
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837
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5
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Hedge Funds, Liquidity Risk, Managerial Skills, Predictability
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4.
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Bares, Pierre-Antoine
affiliation not provided to SSRN Gibson , Rajna
Swiss Finance Institute Gyger, Sebastien
Lombard Odier Darier Hentsch & Cie
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682
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Hedge Fund, Portfolio Optimization
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5.
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Gibson , Rajna
Swiss Finance Institute Tanner, Carmen
University of Zurich - Department of Psychology Wagner, Alexander F.
University of Zurich - Department of Banking and Finance
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06 Jan 09
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Last Revised:
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03 Jun 13
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401
(34,352)
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2
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Ethics, incentives, protected values, social norms, earnings management, truthfulness, honesty
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6.
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Margining and the Stability of the Banking Sector
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Gibson , Rajna
Swiss Finance Institute Murawski, Carsten
University of Melbourne - Department of Finance
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Posted:
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26 Aug 07
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Last Revised:
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03 Jan 11
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379
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1
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Gibson , Rajna
Swiss Finance Institute Murawski, Carsten
University of Melbourne - Department of Finance
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09 Dec 08
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Last Revised:
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03 Jan 11
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281
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1
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Derivative Securities, Default Risk, Collateral, Margining, Systemic Risk
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Gibson , Rajna
Swiss Finance Institute Murawski, Carsten
University of Melbourne - Department of Finance
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26 Aug 07
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Last Revised:
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25 Oct 08
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98
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derivative securities, default risk, collateral, margining, systemic risk
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7.
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Demchuk, Andriy
International Center FAME Gibson , Rajna
Swiss Finance Institute
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328
(43,864)
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6
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8.
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Gibson , Rajna
Swiss Finance Institute Murawski, Carsten
University of Melbourne - Department of Finance
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314
(46,228)
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3
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Derivative securities, default risk, collateral, margining, central counterparty
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9.
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Lhabitant, Francois
Kedge Capital Fund Management Bossy, Mireille
Institut National de Recherche en Informatique et Automatique (INRIA) Gibson , Rajna
Swiss Finance Institute Talay, Denis
French National Institute for Research in Computer Science and Control (INRIA) Pistre, Nathalie
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
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310
(46,872)
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2
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model risk, interest rate risk, Heath-Jarrow-Morton
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10.
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Gibson , Rajna
Swiss Finance Institute Habib, Michel A.
University of Zurich Ziegler, Alexandre
University of Zurich - Swiss Banking Institute (ISB)
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283
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6
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Catastrophe risk, insurance, reinsurance, financial markets, private and public financing
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11.
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The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading
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Versions (2)
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Gencay, Ramazan
Simon Fraser University Gibson , Rajna
Swiss Finance Institute Xue, Yi
Department of Economics, Simon Fraser University
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Posted:
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31 Mar 09
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Last Revised:
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11 Mar 10
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234
(64,260)
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Gencay, Ramazan
Simon Fraser University Gibson , Rajna
Swiss Finance Institute Xue, Yi
affiliation not provided to SSRN
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45
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options, signal precision, transaction costs, volatility trading
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Gencay, Ramazan
Simon Fraser University Gibson , Rajna
Swiss Finance Institute Xue, Yi
Department of Economics, Simon Fraser University
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31 Mar 09
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Last Revised:
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18 Jan 10
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189
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Informed traders, options, stocks, signal precision, transaction costs, volatility trading
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12.
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Chambet, Anthony
affiliation not provided to SSRN Gibson , Rajna
Swiss Finance Institute
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215
(70,259)
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5
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Emerging markets, economic instability, stock market integration, international trade
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13.
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Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market?
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Clerc, Nicolas
Swiss Federal Institute of Technology Zurich Gibson , Rajna
Swiss Finance Institute
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Posted:
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13 Jun 01
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Last Revised:
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03 Jul 01
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185
(81,561)
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2
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Clerc, Nicolas
Swiss Federal Institute of Technology Zurich Gibson , Rajna
Swiss Finance Institute
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185
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2
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futures, non-redundancy, options, time-varying risk premium, volatility
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Clerc, Nicolas
Swiss Federal Institute of Technology Zurich Gibson , Rajna
Swiss Finance Institute
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0
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non-redundancy, options, futures, time-varying risk premium, volatility
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14.
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Gibson , Rajna
Swiss Finance Institute Chambet, Anthony
affiliation not provided to SSRN
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180
(83,665)
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15.
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Padovani, Miret
Vienna University of Economics and Business Administration Gibson , Rajna
Swiss Finance Institute
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| Posted: |
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15 Mar 11
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Last Revised:
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23 Nov 11
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167
(89,745)
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banking, lobbying, financial regulatory reform, Dodd-Frank bill
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16.
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Gibson , Rajna
Swiss Finance Institute Wang, Songtao
University of Zurich - Swiss Banking Institute (ISB)
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135
(108,296)
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Analysts' EPS Forecasts, Heterogeneous Beliefs, Market Belief Risk, Cross-Section of Stock Returns
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17.
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Chesney, Marc
University of Zurich - Swiss Banking Institute (ISB) Gibson , Rajna
Swiss Finance Institute
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134
(108,983)
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1
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Executive compensation, fraud, incentives, stock options
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18.
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Gibson , Rajna
Swiss Finance Institute Prohl, Silika
University of Zurich - Swiss Banking Institute (ISB)
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95
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Credit default swaps, bootstrap
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19.
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Demchuk, Andriy
International Center FAME Gibson , Rajna
Swiss Finance Institute
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90
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6
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credit spreads, stock market index, leverage ratio
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20.
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Gibson , Rajna
Swiss Finance Institute Murawski, Carsten
University of Melbourne - Department of Finance
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33
(237,888)
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Derivative Securities, Default Risk, Collateral, Margining, Systemic Risk
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21.
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Gibson , Rajna
Swiss Finance Institute Gyger, Sebastien
Lombard Odier Darier Hentsch & Cie
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16
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7
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22.
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Murawski, Carsten
University of Melbourne - Department of Finance Gibson , Rajna
Swiss Finance Institute
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Derivative securities, over-the-counter markets, default risk, systemic risk, central counterparty
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23.
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Bares, Pierre-Antoine
affiliation not provided to SSRN Gibson , Rajna
Swiss Finance Institute Gyger, Sebastien
Lombard Odier Darier Hentsch & Cie
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Investment analysis, Portfolio management, Hedge funds, performance persistence
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24.
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Chesney, Marc
University of Zurich - Swiss Banking Institute (ISB) Gibson , Rajna
Swiss Finance Institute
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25.
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Gibson , Rajna
Swiss Finance Institute Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
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26.
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Adjaoute, Kpate
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Bruand, Martin
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Gibson , Rajna
Swiss Finance Institute
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