Ravit E. Mandell

Salomon Smith Barney, Inc., U.S.

New York, NY 10013

United States

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 29,811

SSRN RANKINGS

Top 29,811

in Total Papers Downloads

1,144

CITATIONS
Rank 11,553

SSRN RANKINGS

Top 11,553

in Total Papers Citations

35

Scholarly Papers (1)

The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads

AFA 2002 Atlanta Meetings
Number of pages: 44 Posted: 13 Oct 2001
Francis A. Longstaff, Jun Liu and Ravit E. Mandell
University of California, Los Angeles (UCLA) - Finance Area, University of California, San Diego (UCSD) - Rady School of Management and Salomon Smith Barney, Inc., U.S.
Downloads 1,018 (15,465)
Citation 33

Abstract:

The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads

NBER Working Paper No. w8990
Number of pages: 38 Posted: 13 Jun 2002
Jun Liu, Francis A. Longstaff and Ravit E. Mandell
University of California, San Diego (UCSD) - Rady School of Management, University of California, Los Angeles (UCLA) - Finance Area and Salomon Smith Barney, Inc., U.S.
Downloads 126 (179,348)
Citation 35

Abstract: