Auburn, AL 36849
United States
http://www.stacesirmans.com
Auburn University
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Credit default swaps; CDS returns; Credit ratings; Momentum; Spillover; Endogenous liquidity; Credit risk; Information flows
International CDS markets, corporate credit risk, sovereign risk, country risk, multinational corporations, asset geographic location, cross-listing, property rights, creditor rights, disclosure requirements, sovereign ceiling violations
International CDS markets, corporate credit risk, sovereign risk, multinational corporations, asset geographic location, cross-listing, property rights, creditor rights, disclosure requirements, sovereign ceiling violations
Credit default swap, sovereign ceiling, transfer and convertibility risk, asset geographic location, cross-listing, property rights, creditor rights, disclosure requirement, credit rating
Implied asset return and volatility, joint pricing of equity and credit, option pricing, asset growth and risk-shifting factors, asset prices, market predictability
real estate commission, virtual tours, agent effort, selling effort, two-stage least squares
Treasury rate; Mortgage rate determinants; Swap derivatives; LIBOR swap rate