Asset holders’ consumption risk and tests of conditional CCAPM von Elkamhi, Redouane, Jo, Chanik

Volltext

Fire-sale risk in the leveraged loan market von Elkamhi, Redouane, Nozawa, Yoshio

Volltext

How Large are Predefault Costs of Financial Distress? Estimates from a Dynamic Model von Elkamhi, Redouane, Kim, Daniel, Salerno, Marco

Volltext

Global Equity Correlation in International Markets von Bae, Joon Woo, Elkamhi, Redouane

Volltext

A One-Factor Model of Corporate Bond Premia von Elkamhi, Redouane, Jo, Chanik, Nozawa, Yoshio

Volltext

A Benchmark for Collateralized Loan Obligations von Elkamhi, Redouane, Li, Ruicong, Nozawa, Yoshio

Volltext

Measuring “State-Level” Economic Policy Uncertainty von Elkamhi, Redouane, Jo, Chanik, Salerno, Marco

Volltext

Time-Varying Asset Volatility and the Credit Spread Puzzle von DU, DU, ELKAMHI, REDOUANE, ERICSSON, JAN

Volltext

Dynamic Hedging and Extreme Asset Co-movements von Elkamhi, Redouane, Stefanova, Denitsa

Volltext

The Best of Both Worlds: Accessing Emerging Economies via Developed Markets von BAE, JOON WOO, ELKAMHI, REDOUANE, SIMUTIN, MIKHAIL

Volltext

The Term Structure of Expected Recovery Rates von Doshi, Hitesh, Elkamhi, Redouane, Ornthanalai, Chayawat

Volltext

Financial maintenance covenants in bank loans von Elkamhi, Redouane, Popov, Latchezar, Pungaliya, Raunaq S.

Volltext

Reputation and Loan Contract Terms: The Role of Principal Customers von Cen, Ling, Dasgupta, Sudipto, Elkamhi, Redouane, Pungaliya, Raunaq S.

Volltext

Managerial Activeness and Mutual Fund Performance von Doshi, Hitesh, Elkamhi, Redouane, Simutin, Mikhail

Volltext

The Cross Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads von Elkamhi, Redouane, Jacobs, Kris, Pan, Xuhui

Volltext

Rare Disasters, Credit, and Option Market Puzzles von Christoffersen, Peter, Du, Du, Elkamhi, Redouane

Volltext

Agency Conflicts and Investment: Evidence from a Structural Estimation von Elkamhi, Redouane, Kim, Daniel, Jo, Chanik, Salerno, Marco

Volltext

Option Valuation with Conditional Heteroskedasticity and Nonnormality von Christoffersen, Peter, Elkamhi, Redouane, Feunou, Bruno, Jacobs, Kris

Volltext

The cost and timing of financial distress von Elkamhi, Redouane, Ericsson, Jan, Parsons, Christopher A.

Volltext

Bank Skin in the Game and Loan Contract Design: Evidence from Covenant-Lite Loans von Billett, Matthew T., Elkamhi, Redouane, Popov, Latchezar, Pungaliya, Raunaq S.

Volltext