Marchés financiers: working papers (RePEc, 19/04/2012)

Source : NEP (New Economics Papers) | RePEc

  1. Why is Price Discovery in Credit Default Swap Markets News-Specific?

Date:

2012-04-02

By:

Ian W. Marsh (Cass Business School)
Wolf Wagner (Tilburg University, and Duisenberg school of finance)

URL:

http://d.repec.org/n?u=RePEc:dgr:uvatin:20120033&r=fmk
 

Keywords:

G1; G12; G14
  1. Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year

Date:

2011-02

By:

JOhnny Kang
Tapio Pekkala
Christopher Polk
Ruy Ribeiro

URL:

http://d.repec.org/n?u=RePEc:fmg:fmgdps:dp671&r=fmk
 
  1. Anticipated and Repeated Shocks in Liquid Markets

Date:

2011-06

By:

Hongjun Yan
Jinfan Zhang
Dong Lou

URL:

http://d.repec.org/n?u=RePEc:fmg:fmgdps:dp684&r=fmk
 
  1. Bond Variance Risk Premia

Date:

2012-01

By:

Philippe Mueller
Andrea Vedolin
Yu-min Yen

URL:

http://d.repec.org/n?u=RePEc:fmg:fmgdps:dp699&r=fmk
 
  1. Short Run Bond Risk Premia

Date:

2011-06

By:

Philippe Mueller
Andrea Vedolin
Hao Zhou

URL:

http://d.repec.org/n?u=RePEc:fmg:fmgdps:dp686&r=fmk
 
  1. Debt Financing in Asset Markets

Date:

2012-03

By:

Zhiguo He
Wei Xiong

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17935&r=fmk
 

JEL:

G01
  1. CDS Auctions

Date:

2011-07

By:

Mikhail Chernov
Alexander S.Gorbenko
Igor Makarov

URL:

http://d.repec.org/n?u=RePEc:fmg:fmgdps:dp688&r=fmk
 
  1. Repo Runs

Date:

2011-07

By:

Antoine Martin
David Skeie
Ernst-Ludig von Thadden

URL:

http://d.repec.org/n?u=RePEc:fmg:fmgdps:dp687&r=fmk
 
  1. Dynamic Hedging in Incomplete Markets: A Simple Solution

Date:

2011-05

By:

Suleyman Basak
Georgy Chabakauri

URL:

http://d.repec.org/n?u=RePEc:fmg:fmgdps:dp680&r=fmk
 
  1. Business credit information sharing and default risk of private firms

Date:

2012-03

By:

Maik Dierkes (Finance Center Mnster, University of Mnster)
Carsten Erner (Finance Center Mnster, University of Mnster)
Thomas Langer (Finance Center Mnster, University of Mnster)
Lars Norden (Rotterdam School of Management, Erasmus University)

URL:

http://d.repec.org/n?u=RePEc:anc:wmofir:64&r=fmk
 

Keywords:

Asymmetric information, Credit bureau, Credit risk, Hard and soft information, Private firms

JEL:

D82

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