Siamak Javadi

California Polytechnic State University

Visiting Assistant Professor

411 Orfalea College of Business

San Luis Obispo, CA 93407

United States

SCHOLARLY PAPERS

2

DOWNLOADS

150

CITATIONS

0

Scholarly Papers (2)

1.

Measuring Correlated Default Risk: A New Metric and Validity Tests

Number of pages: 48 Posted: 20 Sep 2015 Last Revised: 04 Feb 2017
California Polytechnic State University, Santa Clara University, Oklahoma State University - Stillwater - Spears School of Business and Oklahoma State University - Department of Finance
Downloads 64 (280,323)

Abstract:

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

2.

Corporate Bond Credit Spreads and FOMC Announcements

Number of pages: 35 Posted: 19 Jan 2014
California Polytechnic State University, Oklahoma State University - Department of Finance and Oklahoma State University, Stillwater
Downloads 46 (236,326)

Abstract:

Fed Fund rate, FOMC, Corporate Bonds, Credit Spreads