Batchimeg Sambalaibat

Princeton University

Princeton, NJ

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 47,899

SSRN RANKINGS

Top 47,899

in Total Papers Downloads

1,445

SSRN CITATIONS
Rank 18,903

SSRN RANKINGS

Top 18,903

in Total Papers Citations

4

CROSSREF CITATIONS

51

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 654 (59,652)
Citation 6

Abstract:

Loading...

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

2.

Endogenous Specialization and Dealer Networks

Number of pages: 61 Posted: 19 Oct 2015 Last Revised: 26 May 2022
Batchimeg Sambalaibat
Princeton University
Downloads 380 (115,105)
Citation 16

Abstract:

Loading...

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

3.
Downloads 354 (124,529)
Citation 14

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
BI - Norwegian Business School, Princeton University and Carnegie Mellon University - David A. Tepper School of Business
Downloads 294 (150,893)
Citation 13

Abstract:

Loading...

Currency Risk and Pricing Kernel Volatility

Number of pages: 35 Posted: 04 Oct 2013
Federico Gavazzoni, Batchimeg Sambalaibat and Chris Telmer
BI - Norwegian Business School, Princeton University and Carnegie Mellon University - David A. Tepper School of Business
Downloads 60 (511,437)
Citation 15

Abstract:

Loading...

Asset Pricing, International Finance, Exchange Rate

4.

Naked CDS Bans and the Bond Market: Empirical Evidence

Number of pages: 34 Posted: 01 Apr 2021
Batchimeg Sambalaibat
Princeton University
Downloads 57 (516,071)

Abstract:

Loading...

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 (949,730)
Citation 6

Abstract:

Loading...

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