June 2017 7 (1)
A Spanning Series Approach to Options
Speed of Information Diffusion within Fund Families
Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market
Repo Counterparty Risk and On-/Off-the-Run Treasury Spreads
December 2016 6 (2)
Economic Uncertainty and Interest Rates
Appendix A and B
International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns
December 2015 5 (2)
Managerial Activeness and Mutual Fund
The Impact of Hedge Funds on Asset Markets
June 2015 5(1)
Price-Dividend Ratio Factor Proxies for Long-Run Risks
A Credit Spread Puzzle for Reduced-Form Models
Internationally Correlated Jumps
December 2014 4 (2)
Rating-Based Investment Practices and Bond Market Segmentation
December 2013 3 (2)