Mirela Sandulescu

University of Michigan, Ross School of Business

701 Tappan Street

Ann Arbor, MI MI 48109

United States

  • University of Michigan, Ross School of Business

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Scholarly Papers (2)

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1.

Model-Free International Stochastic Discount Factors

Downloads 692 ( 42,620)
Citation 15

Model-Free International Stochastic Discount Factors

Swiss Finance Institute Research Paper No. 18-18
Number of pages: 42 Posted: 16 Nov 2017 Last Revised: 21 Jun 2019
Mirela Sandulescu, Fabio Trojani and Andrea Vedolin
University of Michigan, Ross School of Business, Swiss Finance Institute and Boston University - Department of Finance & Economics
Downloads 692 (42,014)
Citation 13

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stochastic discount factor, exchange rates, market segmentation, financial intermediaries

Model-Free International Stochastic Discount Factors

CEPR Discussion Paper No. DP12971
Number of pages: 75 Posted: 11 Jun 2018
Mirela Sandulescu, Fabio Trojani and Andrea Vedolin
University of Michigan, Ross School of Business, Swiss Finance Institute and Boston University - Department of Finance & Economics
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Citation 5
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Exchange Rates, financial intermediaries, market incompleteness, Market Segmentation, Stochastic discount factor

2.

How Integrated Are Corporate Bond and Stock Markets?

Ross School of Business Paper Forthcoming, Swiss Finance Institute Research Paper No. 20-09
Number of pages: 41 Posted: 25 Feb 2020 Last Revised: 18 Nov 2020
Mirela Sandulescu
University of Michigan, Ross School of Business
Downloads 173 (199,048)

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stochastic discount factor, corporate bonds, stocks, market integration, firm characteristics.