Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage.
(2013)
Journal Article
Calice, G., Chen, J., & Williams, J. (2013). Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage. European Journal of Finance, 19(9), 815-840. https://doi.org/10.1080/1351847x.2011.637115
Outputs (2)
Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis. (2013)
Journal Article
Calice, G., Chen, J., & Williams, J. (2013). Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis. Journal of Economic Behavior and Organization, 85, 122-143. https://doi.org/10.1016/j.jebo.2011.10.013