| 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 |
3 |
754 |
| A primer on program trading and stock price volatility: a survey of the issues and the evidence |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
736 |
| A securities transactions tax: beyond the rhetoric, what can we really say? |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
260 |
| Banks and Credit Derivatives: Is It Always Good to Have More Risk Management Tools? |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
499 |
| Bond pricing and the macroeconomy |
1 |
1 |
4 |
123 |
1 |
3 |
9 |
295 |
| Credit Derivatives in Banking: Useful Tools for Managing Risk? |
0 |
0 |
2 |
14 |
0 |
3 |
7 |
90 |
| Credit Derivatives in Banking: Useful Tools for Managing Risk? |
0 |
0 |
0 |
1,160 |
0 |
3 |
6 |
1,835 |
| Credit derivatives in banking: useful tools for managing risk? |
0 |
0 |
0 |
2,496 |
0 |
3 |
5 |
9,222 |
| Estimating the price of default risk |
0 |
1 |
4 |
848 |
1 |
4 |
23 |
2,029 |
| Forecasting interest rates |
0 |
0 |
2 |
155 |
1 |
2 |
9 |
256 |
| Forecasting with the term structure: The role of no-arbitrage restrictions |
0 |
2 |
11 |
162 |
2 |
7 |
34 |
418 |
| Idiosyncratic variation of Treasury bill yields |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
312 |
| Information in (and not in) the term structure |
1 |
2 |
5 |
90 |
2 |
5 |
17 |
259 |
| On measuring credit risks of derivative instruments |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
699 |
| Reexamining the relationship between stock returns and stock return volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
199 |
| Rethinking risk management for banks: lessons from credit derivatives |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
24 |
| Sharpe ratios in term structure models |
1 |
1 |
5 |
68 |
3 |
3 |
20 |
190 |
| Term structure estimation without using latent factors |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
287 |
| The importance of market psychology in the determination of stock market volatility |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
1,000 |
| Trading volume and return reversals |
0 |
0 |
0 |
0 |
2 |
13 |
39 |
885 |
| Treasury yields and corporate bond yield spreads: an empirical analysis |
1 |
1 |
5 |
1,576 |
1 |
2 |
11 |
7,568 |
| What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment |
0 |
0 |
1 |
6 |
0 |
0 |
4 |
352 |
| 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 |
0 |
3 |
1,891 |
| Total Working Papers |
4 |
8 |
39 |
7,084 |
15 |
55 |
224 |
30,060 |
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