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 43,765

SSRN RANKINGS

Top 43,765

in Total Papers Downloads

749

CITATIONS

2

Scholarly Papers (4)

1.
Downloads 263 ( 95,857)
Citation 2

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 214 (117,937)
Citation 2

Abstract:

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 49 (336,942)
Citation 2

Abstract:

Asset Pricing, International Finance, Exchange Rate

2.

A Theory of Liquidity Spillover Between Bond and CDS Markets

Number of pages: 63 Posted: 06 Mar 2014 Last Revised: 26 Jun 2016
Batchimeg Sambalaibat
Indiana University, Kelley School of Business
Downloads 119 (92,872)

Abstract:

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

3.

Credit Default Swaps as Sovereign Debt Collateral

Number of pages: 47 Posted: 02 May 2011 Last Revised: 20 Oct 2013
Batchimeg Sambalaibat
Indiana University, Kelley School of Business
Downloads 88 (182,340)

Abstract:

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

4.

Endogenous Specialization and Dealer Networks

Number of pages: 55 Posted: 19 Oct 2015 Last Revised: 03 Aug 2017
Artem Neklyudov and Batchimeg Sambalaibat
HEC Lausanne and SFI and Indiana University, Kelley School of Business
Downloads 0 (251,239)

Abstract:

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