Mark Ferguson

Independent

SCHOLARLY PAPERS

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39

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Scholarly Papers (3)

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1.

Measuring Default Risk Premia from Default Swap Rates and EDFs

BIS Working Paper No. 173, EFA 2004 Maastricht Meetings Paper No. 5121
Number of pages: 56 Posted: 20 Sep 2007
Antje Berndt, Rohan Douglas, Darrell Duffie, Mark Ferguson and David Schranz
Australian National University, College of Business and Economics, Cornell University, Stanford University - Graduate School of Business, Independent and Cornell University
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2.

Corporate Credit Risk Premia

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Citation 15

Corporate Credit Risk Premia

Stanford University Graduate School of Business Research Paper No. 17-71
Number of pages: 50 Posted: 29 Nov 2017 Last Revised: 31 Dec 2017
Antje Berndt, Rohan Douglas, Darrell Duffie and Mark Ferguson
Australian National University, College of Business and Economics, Cornell University, Stanford University - Graduate School of Business and Independent
Downloads 298 (142,648)
Citation 3

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CDS, Credit risk premia, Credit ratings

3.

Voting with Their Feet: Jobs versus Amenities

Growth and Change, Vol. 38, Issue 1, pp. 77-110, March 2007
Number of pages: 34 Posted: 11 Dec 2007
Mark Ferguson, Kamar Ali, M. Rose Olfert and Mark Partridge
Independent, University of Saskatchewan - College of Agriculture - Agricultural Economics, University of Saskatchewan - College of Agriculture - Agricultural Economics and Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics
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Citation 3

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