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
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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