1.
Global Banks and Interest on Excess Reserves
WBS Finance Group Research Paper Forthcoming
Number of pages: 59
Posted: 14 Dec 2020
Working Paper Series
University of Warwick - Warwick Business School
Downloads
17
2.
Debt Covenants and the Value of Commitment
WBS Finance Group Research Paper Forthcoming
Number of pages: 60
Posted: 16 Oct 2020
Working Paper Series
University of Warwick - Finance Group and The Chinese University of Hong Kong, Shenzhen
Downloads
40
3.
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
WBS Finance Group Research Paper
Number of pages: 63
Posted: 13 Oct 2020
Last Revised: 09 Dec 2020
Working Paper Series
Warwick Business School - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and Hong Kong University of Science and Technology
There are 3 versions of this paper
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
WBS Finance Group Research Paper
Number of pages: 63
Posted: 13 Oct 2020
Last Revised: 09 Dec 2020
Downloads
122
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
WBS Finance Group Research Paper
Number of pages: 63
Posted: 11 Oct 2020
Last Revised: 09 Dec 2020
Downloads
36
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
NBER Working Paper No. w27655
Number of pages: 58
Posted: 10 Aug 2020
Downloads
6
Downloads
122
4.
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
WBS Finance Group Research Paper
Number of pages: 63
Posted: 11 Oct 2020
Last Revised: 09 Dec 2020
Working Paper Series
Warwick Business School - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and Hong Kong University of Science and Technology
There are 3 versions of this paper
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
WBS Finance Group Research Paper
Number of pages: 63
Posted: 13 Oct 2020
Last Revised: 09 Dec 2020
Downloads
122
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
WBS Finance Group Research Paper
Number of pages: 63
Posted: 11 Oct 2020
Last Revised: 09 Dec 2020
Downloads
36
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
NBER Working Paper No. w27655
Number of pages: 58
Posted: 10 Aug 2020
Downloads
6
Downloads
36
5.
Speculator Spreading Pressure and the Commodity Futures Risk Premium
WBS Finance Group Research Paper
Number of pages: 75
Posted: 28 Jul 2020
Last Revised: 05 Nov 2020
Working Paper Series
University of Warwick, Warwick Business School, Students, University of Warwick and Warwick Business School - University of Warwick
Downloads
124
6.
Credit Default Swaps Around the World
NYU Stern School of Business, WBS Finance Group Research Paper
Number of pages: 61
Posted: 17 Jul 2020
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina Kenan-Flagler Business School, University of Florida - Warrington College of Business Administration and New York University (NYU) - Department of Finance
Downloads
48
7.
The Role of Model Uncertainty in Corporate Risk Management
WBS Finance Group Research Paper
Number of pages: 44
Posted: 29 Jun 2020
Working Paper Series
University of Warwick - Finance Group and University of Central Florida
Downloads
34
8.
U.S. Populist Rhetoric and Currency Returns
WBS Finance Group Research Paper
Number of pages: 81
Posted: 19 Jun 2020
Last Revised: 08 Jan 2021
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, University of Warwick, University of Warwick - Warwick Business School and Washington University in St. Louis - John M. Olin Business School
There are 2 versions of this paper
U.S. Populist Rhetoric and Currency Returns
WBS Finance Group Research Paper
Number of pages: 81
Posted: 19 Jun 2020
Last Revised: 08 Jan 2021
Downloads
82
U.S. Populist Rhetoric and Currency Returns
CEPR Discussion Paper No. DP15054
Number of pages: 87
Posted: 28 Jul 2020
Last Revised: 16 Aug 2020
Downloads
1
Downloads
82
9.
Artificial Intelligence in Asset Management
WBS Finance Group Research Paper, CFA Institute Research Foundation 2020
Number of pages: 73
Posted: 08 Mar 2020
Last Revised: 10 Sep 2020
Working Paper Series
Warwick Business School - Department of Finance, University of Warwick - Operational Research & Systems (ORS) Subject Group and University of Cambridge - Judge Business School
There are 3 versions of this paper
Artificial Intelligence in Asset Management
CFA Institute Research Foundation Literature Reviews, August 2020, ISBN 978-1-952927-02-7
Number of pages: 100
Posted: 14 Sep 2020
Downloads
202
Artificial Intelligence in Asset Management
WBS Finance Group Research Paper, CFA Institute Research Foundation 2020
Number of pages: 73
Posted: 08 Mar 2020
Last Revised: 10 Sep 2020
Downloads
168
Artificial Intelligence in Asset Management
CEPR Discussion Paper No. DP14525
Number of pages: 76
Posted: 25 Mar 2020
Last Revised: 06 May 2020
Downloads
6
Downloads
168
10.
Foreign Exchange Fixings and Returns Around the Clock
WBS Finance Group Research Paper
Number of pages: 49
Posted: 11 Feb 2020
Working Paper Series
Copenhagen Business School - Department of Finance, Warwick Business School Finance Group and Copenhagen Business School
Downloads
146
11.
Dark Knights: The Rise in Firm Intervention by CDS Investors
WBS Finance Group Research Paper No. 265, Georgia Tech Scheller College of Business Research Paper No. 3479635
Number of pages: 67
Posted: 04 Nov 2019
Last Revised: 07 May 2020
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and University of Warwick - Finance Group
Downloads
133
12.
Why is There a Secular Decline in Idiosyncratic Risk in the 2000s?
Fisher College of Business Working Paper No. 2019-03-019, Charles A. Dice Center Working Paper No. 2019-19, WBS Finance Group Research Paper
Number of pages: 47
Posted: 12 Sep 2019
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Downloads
271
13.
What Matters When? Time-Varying Sparsity in Expected Returns
WBS Finance Group Research Paper
Number of pages: 64
Posted: 20 Aug 2019
Last Revised: 07 May 2020
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads
235
14.
Corporate Credit Provision
FRB of New York Staff Report No. 895, WBS Finance Group Research Paper
Number of pages: 53
Posted: 15 Aug 2019
Working Paper Series
Federal Reserve Bank of New York and Warwick Business School Finance Group
Downloads
3
15.
Central Bank Reserves and Currency Volatility
WBS Finance Group Research Paper
Number of pages: 50
Posted: 27 Jun 2019
Last Revised: 07 May 2020
Working Paper Series
University of São Paulo, University of Warwick and Gol airlines
Downloads
96
16.
Market-Based Monetary Policy Uncertainty
WBS Finance Group Research Paper
Number of pages: 52
Posted: 30 Apr 2019
Last Revised: 07 May 2020
Working Paper Series
Universität Hamburg, Wake Forest University - Department of Economics and Warwick Business School Finance Group
There are 2 versions of this paper
Market-Based Monetary Policy Uncertainty
WBS Finance Group Research Paper
Number of pages: 52
Posted: 30 Apr 2019
Last Revised: 07 May 2020
Downloads
192
Market-Based Monetary Policy Uncertainty
CESifo Working Paper No. 7621
Number of pages: 47
Posted: 09 May 2019
Downloads
18
Downloads
192
17.
Bank Information Sharing and Liquidity Risk
WBS Finance Group Research Paper No. 264
Number of pages: 74
Posted: 29 Mar 2019
Working Paper Series
Tilburg University - Department of Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Warwick - Finance Group
Downloads
43
18.
Dealer Information and Macro Fundamentals - New Evidence from Hybrid Exchange Rate Models
WBS Finance Group Research Paper No. 263
Number of pages: 49
Posted: 31 Jan 2019
Working Paper Series
Copenhagen Business School - Department of Finance and University of Warwick - Warwick Business School
Downloads
69
19.
Predictability of Order Imbalance, Market Quality and Equity Cost of Capital
WBS Finance Group Research Paper No. 262
Number of pages: 72
Posted: 20 Dec 2018
Last Revised: 26 Dec 2019
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and University of Warwick - Warwick Business School
Downloads
147
20.
The Effect of Lifespan Expectations on Financial Decisions: Evidence from Mass Shootings and Natural Disaster Experiences
WBS Finance Group Research Paper No. 261
Number of pages: 75
Posted: 15 Dec 2018
Working Paper Series
Queen Mary University of London
Downloads
77
21.
ETF Arbitrage and International Diversification
WBS Finance Group Research Paper No. 260
Number of pages: 63
Posted: 10 Dec 2018
Last Revised: 05 Jan 2021
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, University of Warwick and University of Warwick, Warwick Business School, Students
Downloads
436
22.
Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence
Forthcoming in Management Science, DOI/10.1287/mnsc.2018.3043, WBS Finance Group Research Paper No. 259
Number of pages: 19
Posted: 28 Nov 2018
Accepted Paper Series
Boston College, Carroll School of Management, Haskayne School of Business, University of Calgary and University of Exeter Business School
There are 3 versions of this paper
Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 359/2013
Number of pages: 48
Posted: 20 Nov 2011
Last Revised: 19 Jan 2018
Downloads
2,662
Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence
Forthcoming in Management Science, DOI/10.1287/mnsc.2018.3043, WBS Finance Group Research Paper No. 259
Number of pages: 19
Posted: 28 Nov 2018
Downloads
131
Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence
CEPR Discussion Paper No. DP9533
Number of pages: 49
Posted: 09 Jul 2013
Last Revised: 07 Nov 2019
Downloads
1
Downloads
131
23.
The Household Finance Landscape in Emerging Economies
WBS Finance Group Research Paper No. 257
Number of pages: 40
Posted: 19 Nov 2018
Last Revised: 26 Dec 2019
Working Paper Series
National University of Singapore (NUS), Queen Mary University of London and Imperial College London
There are 2 versions of this paper
The Household Finance Landscape in Emerging Economies
WBS Finance Group Research Paper No. 257
Number of pages: 40
Posted: 19 Nov 2018
Last Revised: 26 Dec 2019
Downloads
368
The Household Finance Landscape in Emerging Economies
CEPR Discussion Paper No. DP13318
Number of pages: 41
Posted: 19 Nov 2018
Downloads
1
Downloads
368
24.
Swallow Poison to Innovate: R&D Investment under Financial Constraints and Competition
WBS Finance Group Research Paper No. 256
Number of pages: 48
Posted: 07 Nov 2018
Working Paper Series
University of Warwick - Finance Group
Downloads
14
25.
Competition and Misconduct
WBS Finance Group Research Paper No. 255
Number of pages: 50
Posted: 02 Oct 2018
Last Revised: 19 Oct 2020
Working Paper Series
University of Warwick - Warwick Business School
There are 2 versions of this paper
Competition and Misconduct
WBS Finance Group Research Paper No. 255
Number of pages: 50
Posted: 02 Oct 2018
Last Revised: 19 Oct 2020
Downloads
138
The I.O. Of Ethics and Cheating When Consumers Do Not Have Rational Expectations
CEPR Discussion Paper No. DP13172
Number of pages: 56
Posted: 17 Sep 2018
Downloads
1
Downloads
138
26.
Credit Default Swaps Around the World: Investment and Financing Effects
Kenan Institute of Private Enterprise Research Paper No. 18-21, WBS Finance Group Research Paper No. 253
Number of pages: 74
Posted: 28 Aug 2018
Last Revised: 26 Dec 2019
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina Kenan-Flagler Business School, University of Florida - Warrington College of Business Administration and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Credit Default Swaps Around the World: Investment and Financing Effects
WBS Finance Group Research Paper No. 248
Number of pages: 74
Posted: 22 Apr 2018
Last Revised: 26 Dec 2019
Downloads
264
Credit Default Swaps Around the World: Investment and Financing Effects
Kenan Institute of Private Enterprise Research Paper No. 18-21, WBS Finance Group Research Paper No. 253
Number of pages: 74
Posted: 28 Aug 2018
Last Revised: 26 Dec 2019
Downloads
69
Downloads
69
27.
Bond Risk Premia with Machine Learning
WBS Finance Group Research Paper No. 252
Number of pages: 86
Posted: 26 Aug 2018
Last Revised: 08 Apr 2020
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads
2,227
28.
Contagious Bank Runs and Dealer of Last Resort
Paris December 2018 Finance Meeting EUROFIDAI - AFFI, WBS Finance Group Research Paper No. 250
Number of pages: 60
Posted: 24 May 2018
Last Revised: 26 Dec 2019
Working Paper Series
University of International Business and Economics (UIBE) - School of Banking and Finance and University of Warwick - Finance Group
Downloads
68
29.
The Effect of Board Structure on Firm Performance - New Evidence from Product Market Conditions
WBS Finance Group Research Paper No. 249
Number of pages: 51
Posted: 16 May 2018
Last Revised: 26 Dec 2019
Working Paper Series
Cornerstone Research, University of Warwick - Finance Group and Cardiff Business School - Accounting and Finance Section
Downloads
138
30.
Credit Default Swaps Around the World: Investment and Financing Effects
WBS Finance Group Research Paper No. 248
Number of pages: 74
Posted: 22 Apr 2018
Last Revised: 26 Dec 2019
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina Kenan-Flagler Business School, University of Florida - Warrington College of Business Administration and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Credit Default Swaps Around the World: Investment and Financing Effects
WBS Finance Group Research Paper No. 248
Number of pages: 74
Posted: 22 Apr 2018
Last Revised: 26 Dec 2019
Downloads
264
Credit Default Swaps Around the World: Investment and Financing Effects
Kenan Institute of Private Enterprise Research Paper No. 18-21, WBS Finance Group Research Paper No. 253
Number of pages: 74
Posted: 28 Aug 2018
Last Revised: 26 Dec 2019
Downloads
69
Downloads
264
31.
Changes in Corporate Governance: Externally Dictated vs Organically Determined
WBS Finance Group Research Paper No. 246
Number of pages: 54
Posted: 26 Jan 2018
Working Paper Series
Cardiff Business School - Accounting and Finance Section
Downloads
45
32.
Differences in CEO Compensation Under Institutional and Large Shareholder Ownership
WBS Finance Group Research Paper No. 245
Number of pages: 50
Posted: 26 Jan 2018
Working Paper Series
Cardiff Business School - Accounting and Finance Section
Downloads
56
33.
Why Has Idiosyncratic Risk Been Historically Low in Recent Years?
Fisher College of Business Working Paper No. 2018-03-02, Charles A. Dice Working Paper No. 2018-2, WBS Finance Group Research Paper No. 244
Number of pages: 45
Posted: 24 Jan 2018
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
There are 2 versions of this paper
Why Has Idiosyncratic Risk Been Historically Low in Recent Years?
Fisher College of Business Working Paper No. 2018-03-02, Charles A. Dice Working Paper No. 2018-2, WBS Finance Group Research Paper No. 244
Number of pages: 45
Posted: 24 Jan 2018
Downloads
379
Why Has Idiosyncratic Risk Been Historically Low in Recent Years?
NBER Working Paper No. w24270
Number of pages: 45
Posted: 29 Jan 2018
Downloads
14
Downloads
379
34.
FX Spot and Swap Market Liquidity Spillovers
BIS Working Paper No. 836, WBS Finance Group Research Paper No. 243
Number of pages: 65
Posted: 28 Dec 2017
Last Revised: 16 Jan 2020
Working Paper Series
Copenhagen Business School - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
There are 2 versions of this paper
FX Spot and Swap Market Liquidity Spillovers
BIS Working Paper No. 836, WBS Finance Group Research Paper No. 243
Number of pages: 65
Posted: 28 Dec 2017
Last Revised: 16 Jan 2020
Downloads
174
FX Spot and Swap Market Liquidity Spillovers
BIS Working Paper No. 836
Number of pages: 65
Posted: 12 Feb 2020
Downloads
38
Downloads
174
35.
The Third Dimension of Financialization: Electronification, Intraday Institutional Trading, and Commodity Market Quality
WBS Finance Group Research Paper No. 242
Number of pages: 62
Posted: 10 Nov 2017
Working Paper Series
Lancaster University - Department of Accounting and Finance, University of Illinois at Urbana-Champaign and University of Oklahoma Price College of Business
Downloads
100
36.
Swallow Poison to Innovate: R&D Investment Under Financial Constraints and Competition
WBS Finance Group Research Paper No. 241
Number of pages: 48
Posted: 24 Oct 2017
Working Paper Series
University of Warwick - Finance Group
Downloads
57
37.
Dynamic Bank Capital Regulation in Equilibrium
WBS Finance Group Research Paper No. 240
Number of pages: 63
Posted: 18 Oct 2017
Last Revised: 26 Dec 2019
Working Paper Series
New York University (NYU) - Department of Economics, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads
188
38.
Performance, Persistence, and Pay: A New Perspective on CTAs
WBS Finance Group Research Paper No. 238
Number of pages: 44
Posted: 23 May 2017
Working Paper Series
Copenhagen Business School - Department of Finance, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads
134
39.
Why Do Large Shareholders Adopt a Short-Term VS a Long-Term Investment Horizon in Different Firms?
WBS Finance Group Research Paper No. 237
Number of pages: 61
Posted: 30 Mar 2017
Last Revised: 26 Dec 2019
Working Paper Series
Cardiff Business School - Accounting and Finance Section
Downloads
69
40.
Growth Options and Credit Risk
Management Science (Forthcoming), WBS Finance Group Research Paper No. 236
Number of pages: 54
Posted: 11 Jul 2016
Last Revised: 26 Dec 2019
Accepted Paper Series
University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads
207
41.
A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion
WBS Finance Group Research Paper No. 235
Number of pages: 52
Posted: 20 Apr 2016
Working Paper Series
Universitat Pompeu Fabra - Department of Economics and Business and University of Warwick - Finance Group
There are 3 versions of this paper
A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion
WBS Finance Group Research Paper No. 235
Number of pages: 52
Posted: 20 Apr 2016
Downloads
113
A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion
Paper presented at Conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 13, 2017
Number of pages: 52
Posted: 04 Oct 2017
Downloads
35
A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion
Number of pages: 52
Posted: 05 Sep 2017
Downloads
4
Downloads
113
42.
Dynamic Q-Theory with Agency Investment Frictions and Cross-Sectional Stock Returns
WBS Finance Group Research Paper No. 234
Number of pages: 51
Posted: 03 Dec 2015
Last Revised: 26 Dec 2019
Working Paper Series
The Chinese University of Hong Kong, Shenzhen, Deakin University - Faculty of Business and Law and Hong Kong University of Science & Technology (HKUST)
Downloads
111
43.
Inventory and Corporate Risk Management
WBS Finance Group Research Paper No. 233, Review of Corporate Finance Studies, forthcoming
Number of pages: 75
Posted: 18 Sep 2015
Last Revised: 26 Dec 2019
Accepted Paper Series
University of Bologna - Department of Management and University of Warwick - Finance Group
Downloads
241
44.
Fund Management: An Emotional Finance Perspective
CFA Institute Research Foundation, ISBN 978-1-934667-49-1, WBS Finance Group Research Paper No. 232
Number of pages: 117
Posted: 09 Jun 2015
Accepted Paper Series
University College London - Centre for the Study of Decision-Making Uncertainty and University of Warwick - Finance Group
Downloads
564
45.
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), 2017, WBS Finance Group Research Paper No. 231
Number of pages: 72
Posted: 20 Feb 2015
Last Revised: 26 Dec 2019
Accepted Paper Series
Georgia Institute of Technology - Scheller College of Business and University of Warwick - Finance Group
There are 2 versions of this paper
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), Forthcoming, Georgia Tech Scheller College of Business Research Paper No. 2015-09
Number of pages: 72
Posted: 17 Dec 2014
Last Revised: 13 Nov 2017
Downloads
511
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), 2017, WBS Finance Group Research Paper No. 231
Number of pages: 72
Posted: 20 Feb 2015
Last Revised: 26 Dec 2019
Downloads
254
Downloads
254
46.
Optimal Security Design Under Asymmetric Information and Profit Manipulation
WBS Finance Group Research Paper No. 230
Number of pages: 36
Posted: 18 Feb 2015
Working Paper Series
University of Warwick - Finance Group, University of Warwick - Warwick Business School and University of Rochester - Simon Business School
Downloads
223
47.
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
WBS Finance Group Research Paper No. 229
Number of pages: 25
Posted: 18 Feb 2015
Working Paper Series
University of Warwick - Finance Group and University of Warwick - Warwick Business School
There are 2 versions of this paper
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
WBS Finance Group Research Paper No. 148
Number of pages: 25
Posted: 31 Dec 2010
Last Revised: 23 Dec 2019
Downloads
5,098
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
WBS Finance Group Research Paper No. 229
Number of pages: 25
Posted: 18 Feb 2015
Downloads
138
Downloads
138
48.
The Skew Risk Premium in the Equity Index Market
WBS Finance Group Research Paper No. 228
Number of pages: 34
Posted: 18 Feb 2015
Working Paper Series
University of Warwick - Warwick Business School, City University London - Faculty of Finance and University of Lugano - Institute of Finance
There are 2 versions of this paper
The Skew Risk Premium in the Equity Index Market
Review of Financial Studies (2013), 26, 2174-2203, AFA 2011 Denver Meetings Paper, WBS Finance Group Research Paper No. 139
Number of pages: 34
Posted: 18 Mar 2010
Last Revised: 23 Dec 2019
Downloads
2,120
The Skew Risk Premium in the Equity Index Market
WBS Finance Group Research Paper No. 228
Number of pages: 34
Posted: 18 Feb 2015
Downloads
113
Downloads
113
49.
Modeling Systemic Risk with Markov Switching Graphical SUR Models
WBS Finance Group Research Paper No. 227
Number of pages: 49
Posted: 14 Dec 2014
Last Revised: 26 Dec 2019
Working Paper Series
School of Economics and Finance, Queen Mary University of London, Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and Bocconi University - Department of Finance
Downloads
837
50.
Does Internal Board Monitoring Affect Debt Maturity?
WBS Finance Group Research Paper No. 226, Robert H. Smith School Research Paper No. RHS 2512720
Number of pages: 54
Posted: 21 Oct 2014
Last Revised: 26 Dec 2019
Working Paper Series
Cardiff Business School - Accounting and Finance Section and University of Maryland - Robert H. Smith School of Business
Downloads
193
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.