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Publications by Marti G. Subrahmanyam

Sovereign Credit Risk, Liquidity, and European Central Bank Intervention: Deus Ex Machina?

Journal of Financial Economics

English

Securitization and Real Investment in Incomplete Markets

Management Science

Management Science

Operations Research

English

Liquidity and Arbitrage in the Market for Credit Risk

Journal of Financial and Quantitative Analysis

English

Credit Default Swaps and Corporate Cash Holdings

SSRN Electronic Journal

English

Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market During Financial Crises

SSRN Electronic Journal

English

Central Bank-Driven Mispricing

SSRN Electronic Journal

English

The Determinants of Recovery Rates in the US Corporate Bond Market

SSRN Electronic Journal

English

The Valuation of American Options With Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique

Journal of Finance

English

Latent Liquidity and Corporate Bond Yield Spreads

SSRN Electronic Journal

English