Batchimeg Sambalaibat

Indiana University, Kelley School of Business

Assistant Professor of Finance

1309 E 10th St

Bloomington, IN 47405

United States

http://https://sites.google.com/site/sambalaibat/

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 39,520

SSRN RANKINGS

Top 39,520

in Total Papers Downloads

1,126

SSRN CITATIONS
Rank 17,336

SSRN RANKINGS

Top 17,336

in Total Papers Citations

0

CROSSREF CITATIONS

49

Scholarly Papers (4)

1.

A Theory of Liquidity Spillover Between Bond and CDS Markets

Number of pages: 55 Posted: 06 Mar 2014 Last Revised: 13 Oct 2018
Batchimeg Sambalaibat
Indiana University, Kelley School of Business
Downloads 435 (67,915)
Citation 5

Abstract:

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credit default swaps, sovereign bonds, funding liquidity, search frictions, over-the-counter markets, credit risk

2.
Downloads 299 (104,400)
Citation 10

Currency Risk and Pricing Kernel Volatility

INSEAD Working Paper No. 2013/91/FIN
Number of pages: 40 Posted: 24 Nov 2012 Last Revised: 14 Aug 2013
Federico Gavazzoni, Batchimeg Sambalaibat and Chris Telmer
INSEAD, Indiana University, Kelley School of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 245 (128,132)
Citation 12

Abstract:

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Currency Risk and Pricing Kernel Volatility

Number of pages: 35 Posted: 04 Oct 2013
Federico Gavazzoni, Batchimeg Sambalaibat and Chris Telmer
INSEAD, Indiana University, Kelley School of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 54 (392,487)
Citation 13

Abstract:

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Asset Pricing, International Finance, Exchange Rate

3.

Endogenous Specialization and Dealer Networks

Number of pages: 70 Posted: 19 Oct 2015 Last Revised: 16 Aug 2018
Batchimeg Sambalaibat
Indiana University, Kelley School of Business
Downloads 230 (137,017)
Citation 15

Abstract:

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network formation, core-periphery, clientele effect, specialization, intermediation chains, over-the-counter markets, search frictions

4.

Credit Default Swaps as Sovereign Debt Collateral

Number of pages: 48 Posted: 02 May 2011 Last Revised: 20 Oct 2013
Batchimeg Sambalaibat
Indiana University, Kelley School of Business
Downloads 162 (188,699)
Citation 6

Abstract:

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credit default swaps, sovereign debt, moral hazard, debt renegotiation, commitment device, credit derivatives