[BOOK][B] Portfolio risk analysis

G Connor, LR Goldberg, RA Korajczyk - 2010 - books.google.com
Portfolio risk forecasting has been and continues to be an active research field for both
academics and practitioners. Almost all institutional investment management firms use …

The geography of funding markets and limits to arbitrage

A Buraschi, M Menguturk, E Sener - The Review of Financial …, 2015 - academic.oup.com
We use the relative pricing of pairs of emerging market (EM) sovereign bonds issued in both
dollars and euros to study capital markets frictions during periods of financial distress …

Currency dependence of corporate credit spreads

R Jankowitsch, S Pichler - Available at SSRN 394521, 2003 - papers.ssrn.com
Many pricing and risk management models need credit spread curves as an input. In the
corporate bond market the estimation of credit spread curves is not trivial. Most issuers have …

[BOOK][B] Investing in corporate bonds and credit risk

F Hagenstein, A Mertz, J Seifert, J Seifert - 2004 - Springer
This book covers various topics related to credit risks. The last couple of years was driven by
a volatile and changing world of corporate bonds. Strategic asset allocation for corporate …

The dynamics of limits to arbitrage: Evidence from international cross-sectional data

A Buraschi, E Sener, MC Meguturk - AFA 2012 Chicago Meetings …, 2012 - papers.ssrn.com
Abstract The Law of One Price suggests a simple arbitrage relationship that links prices of
Treasury bonds when issued by the same issuer in different currency denominations. This …

The geography of risk capital

A Buraschi, MC Meguturk, E Sener - Chicago Booth Research …, 2014 - papers.ssrn.com
We use the relative pricing of pairs of emerging market (EM) sovereign bonds issued in both
dollars and euros to study capital markets frictions during periods of financial distress. While …

[PDF][PDF] The dynamics of limits to arbitrage: An empirical investigation

A Buraschi, E Sener, M Menguturk - Chicago Meetings Paper, 2011 - Citeseer
Abstract The Law of One Price (LOP) suggests a simple arbitrage relation that must link
prices of Treasury bonds when issued by the same issuer in different currency …

Global integration of developed credit markets

L Breger, D Stovel - Journal of Portfolio Management, 2005 - search.proquest.com
Credit investors have historically been focused primarily on the US market. And while the US
remains the dominant credit market, in recent years growth in the issuance of corporate …

[BOOK][B] Implizite Ausfallwahrscheinlichkeiten von Unternehmensanleihen

S Schiffel - 2009 - Springer
An dieser Stelle möchte ich mich sehr herzlich bei meinem Doktorvater, Herrn Prof. Dr.
Manfred Steiner, für die wissenschaftliche Betreuung meiner Arbeit und die umfassende …

Model Perilaku Menabung Nasabah Bank Syariah Daerah Istimewa Yogyakarta dan Jawa Tengah

M Suyanto - 2020 - dspace.uii.ac.id
Penelitian ini mengembangkan theory of planned behavior (TPB), penelitian bertujuan
mengembangkan model perilaku menabung nasabah bank syariah dengan menambah …