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There are 26335 results for: content related to: The Default Risk of Swaps

  1. Diversification as a Public Good: Community Effects in Portfolio Choice

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1677–1716, Peter M. Demarzo, Ron Kaniel and Ilan Kremer

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00676.x

  2. Optimal Decentralized Investment Management

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 1849–1895, JULES H. Van BINSBERGEN, MICHAEL W. BRANDT and RALPH S. J. KOIJEN

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01376.x

  3. Momentum and Reversals in Equity-Index Returns During Periods of Abnormal Turnover and Return Dispersion

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1521–1556, Robert Connolly and Chris Stivers

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00576

  4. Option Prices and the Underlying Asset's Return Distribution

    The Journal of Finance

    Volume 46, Issue 3, July 1991, Pages: 1045–1069, BRUCE D. GRUNDY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03776.x

  5. On Intraday Risk Premia

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 319–339, MATTHEW SPIEGEL and AVANIDHAR SUBRAHMANYAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05176.x

  6. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  7. PRIVATE SECTOR ASSET MANAGEMENT AND THE EFFECTIVENESS OF MONETARY POLICY: THEORY AND PRACTICE

    The Journal of Finance

    Volume 24, Issue 2, May 1969, Pages: 223–238, Hyman P. Minsky

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1969.tb01676.x

  8. Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1639–1664, CRAIG HIEMSTRA and JONATHAN D. JONES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04776.x

  9. ON THE MEASUREMENT OF LEVERAGE

    The Journal of Finance

    Volume 21, Issue 4, December 1966, Pages: 715–726, J. K. S. Ghandhi

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1966.tb00276.x

  10. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  11. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  12. The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1943–1977, VICENTE CUÑAT, MIREIA GINE and MARIA GUADALUPE

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01776.x

  13. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  14. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  15. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  16. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  17. Control Rights and Capital Structure: An Empirical Investigation

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1657–1695, MICHAEL R. ROBERTS and AMIR SUFI

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01476.x

  18. Aggregate Risk and the Choice between Cash and Lines of Credit

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2059–2116, VIRAL V. ACHARYA, HEITOR ALMEIDA and MURILLO CAMPELLO

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12056

  19. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 119–159, Darrell Duffie, Lasse Heje Pedersen and Kenneth J. Singleton

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00520

  20. Collateral, Risk Management, and the Distribution of Debt Capacity

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2293–2322, ADRIANO A. RAMPINI and S. VISWANATHAN

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01616.x