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 2024-11-21 16:38:24 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 2024-11-21 16:38:24 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

Read paper

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

Read paper

Asymmetric Violations of the Spanning Hypothesis

Read paper

Network Effects of Portfolio Rebalancing by Global Bond Funds

Read paper

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