Issue Date | Title | Author(s) |
Apr-1998 | An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps | Subrahmanyam, Marti G.; Gupta, Anurag |
Feb-1999 | An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps | Gupta, Anurag; Subrahmanyam, Marti G. |
9-Jan-2012 | Private Placements to Owner-Managers: Theory and Evidence | Subrahmanyam, Marti G.; Anshuman, V. Ravi; Marisetty, Vijaya B. |
9-Jan-2012 | Illiquidity or credit deterioration: A study of liquidity in the US
corporate bond market during | Subrahmanyam, Marti G.; Jankowitsch, Rainer; Friewald, Nils |
9-Jan-2012 | Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk | Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, Sarah Qian |
9-Jan-2012 | Background Risk and Trading in a Full-Information Rational Expectations Economy | Subrahmanyam, Marti G.; Stapleton, Richard C.; Zeng, Qi |
Apr-1998 | Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis | Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun |
30-Mar-1999 | Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk | Franke, G unter; Stapleton, R.C; Subrahmanyam, Marti G. |
Jan-1999 | When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel | Franke, Guntar; Stapleton, Richard C.; Subrahmanyam, Marti G. |
2-May-2002 | When Does Strategic Debt Service Matter? | Acharya, Viral V.; Huang, Huang; Subrahmanyam, Marti G.; Sundaram, Rangarajan K. |