| 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 |
1 |
1 |
2 |
0 |
3 |
7 |
775 |
| A primer on program trading and stock price volatility: a survey of the issues and the evidence |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
780 |
| A securities transactions tax: beyond the rhetoric, what can we really say? |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
298 |
| Asymmetric Cross-sectional Dispersion in Stock Returns: Evidence and Implications |
0 |
0 |
0 |
29 |
0 |
2 |
23 |
140 |
| Banks and Credit Derivatives: Is It Always Good to Have More Risk Management Tools? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
517 |
| Bond pricing and the macroeconomy |
0 |
0 |
3 |
146 |
0 |
4 |
43 |
416 |
| Credit Derivatives in Banking: Useful Tools for Managing Risk? |
0 |
0 |
0 |
1,161 |
0 |
3 |
11 |
1,871 |
| Credit Derivatives in Banking: Useful Tools for Managing Risk? |
0 |
0 |
0 |
18 |
0 |
2 |
11 |
142 |
| Credit derivatives in banking: useful tools for managing risk? |
0 |
0 |
0 |
2,500 |
0 |
1 |
10 |
9,268 |
| Debt specialisation and diversification: International evidence |
0 |
0 |
2 |
16 |
0 |
3 |
15 |
48 |
| Estimating the Price of Default Risk |
0 |
0 |
0 |
8 |
1 |
2 |
8 |
54 |
| Estimating the price of default risk |
0 |
0 |
0 |
857 |
0 |
8 |
20 |
2,142 |
| Forecasting interest rates |
0 |
1 |
5 |
204 |
0 |
4 |
34 |
389 |
| Forecasting with the term structure: The role of no-arbitrage restrictions |
0 |
2 |
4 |
195 |
1 |
7 |
23 |
640 |
| Idiosyncratic variation of Treasury bill yields |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
398 |
| Information in (and not in) the term structure |
0 |
1 |
3 |
114 |
1 |
6 |
40 |
376 |
| On measuring credit risks of derivative instruments |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
727 |
| Reexamining the relationship between stock returns and stock return volatility |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
240 |
| Rethinking risk management for banks: lessons from credit derivatives |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
50 |
| Sharpe ratios in term structure models |
0 |
1 |
1 |
94 |
0 |
5 |
20 |
327 |
| Term Premia and Interest Rate Forecasts in Affine Models |
0 |
0 |
0 |
30 |
1 |
8 |
33 |
160 |
| Term structure estimation without using latent factors |
0 |
0 |
0 |
106 |
0 |
2 |
13 |
315 |
| The importance of market psychology in the determination of stock market volatility |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
1,020 |
| Trading volume and return reversals |
0 |
0 |
0 |
0 |
0 |
3 |
17 |
1,110 |
| Treasury Yields and Corporate Bond Yield Spreads: An Empirical Analysis |
0 |
0 |
1 |
33 |
1 |
3 |
18 |
75 |
| Treasury yields and corporate bond yield spreads: an empirical analysis |
0 |
0 |
3 |
1,605 |
0 |
10 |
37 |
7,808 |
| What's Good for GM...? Using Auto Industry Stock Returns to Forecast Business Cycles and Test the Q-Theory of Investment |
0 |
0 |
0 |
2 |
0 |
0 |
18 |
32 |
| 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 |
2 |
9 |
1,922 |
| 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 |
4 |
13 |
378 |
| Total Working Papers |
0 |
6 |
23 |
7,409 |
5 |
92 |
473 |
32,418 |
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