Siamak Javadi

University of Texas - Rio Grande Valley

Assistant Professor

1201 W. University Dr.

Edinburg, TX 78539

United States

SCHOLARLY PAPERS

3

DOWNLOADS

181

CITATIONS

0

Scholarly Papers (3)

1.

Measuring Correlated Default Risk: A New Metric and Validity Tests

Number of pages: 48 Posted: 20 Sep 2015 Last Revised: 04 Feb 2017
University of Texas - Rio Grande Valley, Santa Clara University, Oklahoma State University - Stillwater - Spears School of Business and Oklahoma State University - Department of Finance
Downloads 66 (283,629)

Abstract:

correlated default risk, correlation in probability of default, credit default swap (CDS) spreads, credit spreads

2.

Do FOMC Actions Speak Loudly? Evidence from Corporate Bond Credit Spreads

Review of Finance, Forthcoming
Number of pages: 43 Posted: 19 Jan 2014 Last Revised: 16 Apr 2017
University of Texas - Rio Grande Valley, Oklahoma State University - Department of Finance and Oklahoma State University, Stillwater
Downloads 46 (221,840)

Abstract:

Fed Fund Rate, FOMC, Corporate Bonds, Credit Spreads, Monetary Policy Actions

3.

Do FOMC Actions Speak Loudly? Evidence from Corporate Bond Credit Spreads

The Review of Finance, Forthcoming
Number of pages: 51 Posted: 05 Apr 2017
Siamak Javadi, Ali Nejadmalayeri and Tim Krehbiel
University of Texas - Rio Grande Valley, Oklahoma State University - Department of Finance and Oklahoma State University - Stillwater - Spears School of Business
Downloads 0 (462,136)

Abstract:

Fed Fund Rate, FOMC, Corporate Bonds, Credit Spreads, Monetary Policy Actions