Benjamin Junge

Ecole Polytechnique Fédérale de Lausanne

Quartier UNIL-Dorigny

Extranef 128

Lausanne, CH-1015

Switzerland

Ecole Polytechnique Fédérale de Lausanne

c/o University of Geneve

40, Bd du Pont-d'Arve

1211 Geneva, CH-6900

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 38,175

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1,842

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Liquidity Risk in Credit Default Swap Markets

Swiss Finance Institute Research Paper No. 13-65
Number of pages: 83 Posted: 24 Dec 2013 Last Revised: 08 Aug 2015
Benjamin Junge and Anders B. Trolle
Ecole Polytechnique Fédérale de Lausanne and Copenhagen Business School
Downloads 1,349 (21,193)
Citation 5

Abstract:

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CDS, Credit Index, Index Arbitrage, Liquidity Risk

2.

How Integrated Are Credit and Equity Markets? Evidence From Index Options

Swiss Finance Institute Research Paper No. 20-65
Number of pages: 137 Posted: 16 Jul 2020 Last Revised: 01 Sep 2022
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Copenhagen Business School
Downloads 493 (82,950)
Citation 3

Abstract:

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Credit Risk, CDX, CDX Options, SPX, SPX Options, Structural Models