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There are 6810 results for: content related to: Common Factors in the Performance of European Corporate Bonds – Evidence before and after the Financial Crisis

  1. Common Factors in the Performance of European Corporate Bonds – Evidence before and after the Financial Crisis

    European Financial Management

    Volume 21, Issue 2, March 2015, Pages: 265–308, Wolfgang Aussenegg, Lukas Goetz and Ranko Jelic

    Article first published online : 11 MAR 2015, DOI: 10.1111/eufm.12009

  2. How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies

    Journal of Money, Credit and Banking

    Volume 45, Issue 7, October 2013, Pages: 1375–1414, ANINDYA BANERJEE, VICTOR BYSTROV and PAUL MIZEN

    Article first published online : 9 SEP 2013, DOI: 10.1111/jmcb.12056

  3. The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE

    Journal of Futures Markets

    Volume 32, Issue 7, July 2012, Pages: 660–682, Andrew Lepone and Jin Young Yang

    Article first published online : 21 JUN 2011, DOI: 10.1002/fut.20536

    Corrected by:

    Erratum: Erratum: The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE

    Vol. 32, Issue 8, 807, Article first published online: 1 JUN 2012

  4. You have free access to this content
    Taxes and Corporate Policies: Evidence from a Quasi Natural Experiment

    The Journal of Finance

    Volume 70, Issue 1, February 2015, Pages: 45–89, CRAIG DOIDGE and ALEXANDER DYCK

    Article first published online : 19 JAN 2015, DOI: 10.1111/jofi.12101

  5. Firm Size and Employment Dynamics: Estimations of Labor Demand Elasticities Using a Fractional Panel Probit Model

    LABOUR

    Volume 26, Issue 2, June 2012, Pages: 174–207, Arnd Kölling

    Article first published online : 20 APR 2012, DOI: 10.1111/j.1467-9914.2012.00544.x

  6. Time Pro-rata Matching: Evidence of a Change in LIFFE STIR Futures

    Journal of Futures Markets

    Volume 35, Issue 6, June 2015, Pages: 522–541, Angelo Aspris, Sean Foley, Drew Harris and Peter O'Neill

    Article first published online : 12 JAN 2015, DOI: 10.1002/fut.21708

  7. The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements

    International Finance

    Volume 7, Issue 1, March 2004, Pages: 1–24, Kerstin Bernoth and Jürgen von Hagen

    Article first published online : 19 JUL 2004, DOI: 10.1111/j.1367-0271.2004.00127.x

  8. You have free access to this content
    What Is a Prime Bank? A Euribor–OIS Spread Perspective

    International Finance

    Volume 17, Issue 1, Spring 2014, Pages: 51–75, Marco Taboga

    Article first published online : 14 APR 2014, DOI: 10.1111/infi.12044

  9. LIBOR, EURIBOR, and the Regulation of Capital Markets: A Review of the Efficient Markets Hypothesis

    Strategic Change

    Volume 23, Issue 1-2, February 2014, Pages: 119–124, Marianne Ojo

    Article first published online : 26 FEB 2014, DOI: 10.1002/jsc.1964

  10. Methodology for non-parametric deconvolution when the error distribution is unknown

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Aurore Delaigle and Peter Hall

    Article first published online : 15 FEB 2015, DOI: 10.1111/rssb.12109

  11. Analysis of μM, D-orthogonal exponentials for the planar four-element digit sets

    Mathematische Nachrichten

    Volume 287, Issue 2-3, February 2014, Pages: 297–312, Jian-Lin Li

    Article first published online : 8 OCT 2013, DOI: 10.1002/mana.201300009

  12. The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds

    Econometrica

    Volume 81, Issue 4, July 2013, Pages: 1309–1345, Nuno Cassola, Ali Hortaçsu and Jakub Kastl

    Article first published online : 26 JUL 2013, DOI: 10.3982/ECTA9973

  13. Stellar evolution of massive stars with a radiative α–Ω dynamo

    Monthly Notices of the Royal Astronomical Society

    Volume 424, Issue 3, 11 August 2012, Pages: 2358–2370, Adrian T. Potter, Shashikumar M. Chitre and Christopher A. Tout

    Article first published online : 13 JUL 2012, DOI: 10.1111/j.1365-2966.2012.21409.x

  14. Multifactor Models and their Consistency with the ICAPM: Evidence from the European Stock Market

    European Financial Management

    Fabian T. Lutzenberger

    Article first published online : 12 AUG 2014, DOI: 10.1111/eufm.12050

  15. Implied deterministic volatility functions: An empirical test for Euribor options

    Journal of Futures Markets

    Volume 29, Issue 4, April 2009, Pages: 319–347, I-Doun Kuo and Kai-Li Wang

    Article first published online : 23 JAN 2009, DOI: 10.1002/fut.20363

  16. CDO case studies

    Credit Derivatives and Structured Credit Trading, Revised Edition

    Vinod Kothari, Pages: 233–261, 2012

    Published Online : 20 MAR 2012, DOI: 10.1002/9781118390412.ch14

  17. The Changing Role of Tax Governance: Remaking the Large Corporate Taxpayer into a Visible Customer Partner

    British Journal of Management

    Volume 24, Issue S1, September 2013, Pages: S116–S131, Penelope Tuck

    Article first published online : 7 AUG 2013, DOI: 10.1111/1467-8551.12031

  18. Predicting Probability of Default for Large Corporates

    Bayesian Networks: A Practical Guide to Applications

    Esben Ejsing, Pernille Vastrup, Anders L. Madsen, Pages: 329–344, 2008

    Published Online : 19 MAR 2008, DOI: 10.1002/9780470994559.ch19

  19. Edge Colorings and Circular Flow Numbers of Regular Graphs

    Journal of Graph Theory

    Volume 79, Issue 1, May 2015, Pages: 1–7, Eckhard Steffen

    Article first published online : 1 MAY 2014, DOI: 10.1002/jgt.21809

  20. Some New Infinite Classes of Candelabra Quadruple Systems

    Journal of Combinatorial Designs

    Shaopu Zhang, Lijun Ji and Guojie Song

    Article first published online : 9 SEP 2014, DOI: 10.1002/jcd.21409