Outputs (4)

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

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

Liquidity Spillovers in Credit Markets During the Eurozone Crisis. (2013)
Book Chapter
Calice, G., Chen, J., & Williams, J. (2013). Liquidity Spillovers in Credit Markets During the Eurozone Crisis. In J. LaBrosse, R. Olivares-Caminal, & D. Singh (Eds.), Financial Crisis Containment and Government Guarantees. Edward Elgar Publishing

Fixed Costs, Investment Rigidities, and Risk Aversion in Information Security: A Utility-theoretic Approach. (2013)
Book Chapter
Ioannidis, C., Pym, D., & Williams, J. (2013). Fixed Costs, Investment Rigidities, and Risk Aversion in Information Security: A Utility-theoretic Approach. In B. Schneier (Ed.), Economics of Information Security and Privacy III (171-192). Springer Verlag