Research In Progress
- “Interest Rate Derivative Instruments”
- “Credit Risk of Derivatives and Credit Derivatives: Valuation”
- “Credit Risk of Derivatives and Credit Derivatives: Corporate Financial Effects”
- “Operational Flexibility, Real and Financial Options”
- “Liquidity Effects in Corporate Debt and Options Markets”
- “Liquidity and Credit Effects in Sovereign Debt Markets”
- “Limits to Arbitrage in Sovereign Debt Markets”
- “Informed Trading Ahead of Corporate Announcements”
- “Effect of High Frequency Trading on Market Quality: Euronext”
- “Credit Ratings and Regulation” “Design of Corporate Securities”
- “Determinants of Sovereign CDS Trading”
- “Real Effects of Macro-Liquidity Injections”
- “Primary Sovereign Bond Auctions”
- “Islamic Finance: Pricing of Sovereign Bonds in Malaysia”
- “Primary and Secondary Markets for Sovereign Debt”
- “Quantitative Easing, Bond Market Scarcity and Liquidity in Japanese Government Bonds”
- “International Evidence on the Investment and Financing Effects of Credit Default Swaps”
- “Investor Attention and Trading Behavior”
- “Policy Interventions and Liquidity in the Chinese Bond Market”
- “Paying for Liquidity: High Frequency Traders”
- “Paying for Liquidity: Danish Sovereign Bond Market Makers”
- “Special Purpose Acquisition Companies”