Asset Pricing: Bonds and Derivatives Markets

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Ioana Neamtu Yonas Khanna Raul Riva Vladimir Sokolov Contributed Sessions 27/08 11:00 CEST
90
mins
Vladimir Sokolov
Zaal Praag (M3-05)
Add to Calendar 2024-08-27 11:00:00 2024-12-19 18:14:12 EEA-ESEM 2024: Asset Pricing: Bonds and Derivatives Markets. Room: Zaal Praag (M3-05) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public
Presenter(s) Ioana Neamtu Yonas Khanna Raul Riva Vladimir Sokolov
TypeContributed Sessions
Date 27/08
Time11:00 CEST
Length
90
mins
Chair
Vladimir Sokolov
Room Number
Zaal Praag (M3-05)
Add to calendar
Add to Calendar 2024-08-27 11:00:00 2024-12-19 18:14:12 EEA-ESEM 2024: Asset Pricing: Bonds and Derivatives Markets. Room: Zaal Praag (M3-05) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

LASH Risk and Interest Rates

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Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics

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Asymmetric Violations of the Spanning Hypothesis

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Network Effects of Portfolio Rebalancing by Global Bond Funds

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Presentations

LASH Risk and Interest Rates

View

Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics

View

Asymmetric Violations of the Spanning Hypothesis

Network Effects of Portfolio Rebalancing by Global Bond Funds