Batchimeg Sambalaibat

Princeton University

Princeton, NJ

SCHOLARLY PAPERS

5

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1,193

SSRN CITATIONS
Rank 19,266

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Top 19,266

in Total Papers Citations

5

CROSSREF CITATIONS

50

Scholarly Papers (5)

1.

A Theory of Liquidity Spillover Between Bond and CDS Markets

Review of Financial Studies (Forthcoming)
Number of pages: 58 Posted: 06 Mar 2014 Last Revised: 12 Aug 2021
Batchimeg Sambalaibat
Princeton University
Downloads 552 (62,599)
Citation 8

Abstract:

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credit default swaps (CDS), search frictions, over-the-counter (OTC) markets, market liquidity, costly participation, CDS-bond basis, short-selling, credit risk

2.
Downloads 330 (114,456)
Citation 12

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, Princeton University and Carnegie Mellon University - David A. Tepper School of Business
Downloads 273 (139,233)
Citation 13

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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, Princeton University and Carnegie Mellon University - David A. Tepper School of Business
Downloads 57 (454,519)
Citation 15

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: 08 Jul 2021
Batchimeg Sambalaibat
Princeton University
Downloads 296 (129,022)
Citation 17

Abstract:

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

4.

Naked CDS Bans and the Bond Market: Empirical Evidence

Number of pages: 34 Posted: 01 Apr 2021
Batchimeg Sambalaibat
Princeton University
Downloads 15 (672,297)

Abstract:

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credit default swaps, CDS ban, sovereign bonds, liquidity, over-the-counter markets, credit risk

5.

Credit Default Swaps as Sovereign Debt Collateral

Posted: 02 May 2011 Last Revised: 06 Jul 2021
Batchimeg Sambalaibat
Princeton University
Downloads 0 (803,944)
Citation 6

Abstract:

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