DMCA

Does the Tail Wag the Dog? The Effect of Credit Default (2011)

by Marti G. Subrahmanyam , Dragon Yongjun Tang , Sarah Qian Wang , We Thank Viral Acharya , Edward Altman , Yakov Amihud , Sreedhar Bharath , Ekkehart Boehmer , Dion Bongaerts , Stephen Brown , Jennifer Carpenter , Sudheer Chava , Peter Demarzo , Mathijs Van , Jin-chuan Duan , Darrell Duffie , Ro Fontana , Andras Fulop , Iftekhar Hasan , Jingzhi Huang , Kose John , Stanley Kon , Er Kuehn , Anh Le , Jingyuan Li , Francis Longstaff , Ron Masulis , Lars Norden , Martin Oehmke , Frank Packer , Stylianos Perrakis , Xiaoling Pu , Talis Putnins , Lukas Schmid , Ilhyock Shim , Marakani Srikant , Rene M. Stulz , Avanidhar Subrahmanyam , Heather Tookes , Hao Wang , Neng Wang , Pengfei Ye , David Yermack , Fan Yu , Gaiyan Zhang , Xinlei Zhao
Venue:Swaps on Credit Risk,” Working paper, Stern School of Business, NYU
Citations:16 - 5 self