| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A new test for mean reversion in stock prices |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
768 |
| A primer on program trading and stock price volatility: a survey of the issues and the evidence |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
774 |
| A securities transactions tax: beyond the rhetoric, what can we really say? |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
290 |
| Asymmetric cross-sectional dispersion in stock returns: evidence and implications |
0 |
0 |
2 |
29 |
0 |
1 |
5 |
115 |
| Banks and Credit Derivatives: Is It Always Good to Have More Risk Management Tools? |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
513 |
| Bond pricing and the macroeconomy |
0 |
0 |
2 |
142 |
0 |
1 |
11 |
368 |
| Credit Derivatives in Banking: Useful Tools for Managing Risk? |
0 |
0 |
1 |
1,161 |
0 |
0 |
3 |
1,860 |
| Credit Derivatives in Banking: Useful Tools for Managing Risk? |
0 |
0 |
0 |
18 |
0 |
1 |
4 |
130 |
| Credit derivatives in banking: useful tools for managing risk? |
0 |
0 |
0 |
2,500 |
0 |
0 |
0 |
9,258 |
| Debt specialisation and diversification: International evidence |
0 |
0 |
0 |
14 |
1 |
2 |
4 |
32 |
| Estimating the Price of Default Risk |
0 |
1 |
3 |
8 |
0 |
3 |
7 |
44 |
| Estimating the price of default risk |
0 |
1 |
2 |
856 |
0 |
2 |
10 |
2,120 |
| Forecasting interest rates |
0 |
1 |
1 |
198 |
1 |
5 |
12 |
345 |
| Forecasting with the term structure: The role of no-arbitrage restrictions |
0 |
0 |
2 |
188 |
0 |
0 |
6 |
612 |
| Idiosyncratic variation of Treasury bill yields |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
387 |
| Information in (and not in) the term structure |
0 |
0 |
2 |
111 |
1 |
1 |
6 |
334 |
| On measuring credit risks of derivative instruments |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
721 |
| Reexamining the relationship between stock returns and stock return volatility |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
232 |
| Rethinking risk management for banks: lessons from credit derivatives |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
41 |
| Sharpe ratios in term structure models |
0 |
1 |
4 |
92 |
2 |
3 |
13 |
301 |
| Term premia and interest rate forecasts in affine models |
1 |
1 |
7 |
30 |
1 |
2 |
14 |
126 |
| Term structure estimation without using latent factors |
1 |
1 |
1 |
106 |
1 |
2 |
3 |
302 |
| The importance of market psychology in the determination of stock market volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,016 |
| Trading volume and return reversals |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
1,090 |
| Treasury Yields and Corporate Bond Yield Spreads: An Empirical Analysis |
0 |
0 |
2 |
32 |
0 |
1 |
5 |
57 |
| Treasury yields and corporate bond yield spreads: an empirical analysis |
0 |
0 |
0 |
1,602 |
0 |
1 |
8 |
7,768 |
| What's Good for GM...? Using Auto Industry Stock Returns to Forecast Business Cycles and Test the Q-Theory of Investment |
0 |
0 |
1 |
2 |
1 |
1 |
2 |
14 |
| What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
365 |
| What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment |
0 |
0 |
0 |
279 |
0 |
1 |
1 |
1,913 |
| Total Working Papers |
2 |
6 |
30 |
7,379 |
11 |
32 |
138 |
31,896 |
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