3700 O Street, NW
Washington, DC 20057
Georgetown University - Department of Finance
in Total Papers Downloads
in Total Papers Citations
limit of arbitrage, basis, credit default swaps, counterparty risk, liquidity
price informativeness, economic growth, investment, revelatory price efficiency, forecasting price efficiency
liquidity mismatch; liquidity regulation; market liquidity; funding liquidity; Basel III
Adaptive Macro Index, Forecasting
structural model, firm fundamentals, credit default swap, cross-sectional variation, relative valuation
credit risk model, contagion
Corporate Bond Returns, Volatility, Skewness, Kurtosis, Return Predictability, Risk Factors
Chengtou bond, real estate, corruption, local government financing vehicle, government guarantee, systemic risk
sovereign risk; CDS; property rights institutions; contracting institutions; transfer risk
CDS, contracting institutions, property rights institutions, sovereign risk, transfer risk
trading activity, market efficiency, announcements, interest rates
corporate bond, risk factors, downside risk, credit risk, liquidity risk
securities lending, short-term funding, European government bonds, financial crisis, collateral upgrading, repo
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.719 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you