| Papers Bordeaux 5-7 october 2008 |
| The papers below will be presented at the seminar and are only available for the members of Inquire Europe. | ||
| Author |
Topic |
Download |
| Kenneth J. Singleton |
Key Note Address |
4Biography 4Presentation |
| Dragon
Yongjun Tang,
Hong Yan |
Liquidity and Credit Default Swap Spreads |
4Biography 4Paper 4Presentation |
|
Joost Driessen |
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market |
4Biography 4Summary 4Paper |
| Yili Zhang | LIQUIDITY RISK AND CORRELATION RISK: A CLINICAL STUDY OF THE GENERAL MOTORS AND FORD DOWNGRADE OF MAY 2005 |
4Biography 4Summary 4Paper 4Presentation |
|
Francis X. Diebold |
Tutorial on ‘Realized Volatility’ |
4Biography 4Summary 4Paper 4Presentation |
|
Tarun Chordia |
Dispersion in Analysts' Earnings Forecasts and Credit Rating |
4Biography 4Summary 4Paper 4Presentation |
|
Kym Anderson
|
WINE AS AN INVESTMENT IN THE WAKE OF GLOBALIZATION
|
4Presentation
|
|
Ser-Huang Poon
|
Tranching and Rating |
4Biography 4Summary 4Paper |
|
Bruce Mizrach |
Jump and Cojump Risk in Subprime Home Equity Derivatives |
4Biography 4Summary 4Paper 4Presentation |
|
Ronnie Sadka |
The Divergence of Liquidity Commonality in the Cross-Section of Stocks |
4Biography 4Summary 4Paper 4Presentation |