DefaultRisk.com the web's biggest credit risk modeling resource.

Credit Jobs

Home Glossary Links FAQ / About Site Guide Search
JEL G23


Submit Your Paper

In Rememberance: World Trade Center (WTC)

JEL Classification G23
"Pension Funds; Other Private Financial Institutions"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the G23 classification.     (sorted by date)

Collateral and Credit Issues in Derivatives Pricing
by John Hull of University of Toronto, and
Alan White of University of Toronto
(444K PDF) -- 25 pages -- January 2013

Informational Efficiency of Loans Versus Bonds: Evidence from Secondary Market Prices
by Edward Altman of New York University,
Amar Gande of Vanderbilt University, and
Anthony Saunders of New York University
(266K PDF) -- 45 pages -- December 2004

Commonality in Liquidity
by Tarun Chordia of Vanderbilt University,
Richard Roll of the University of California, Los Angeles, and
Avanidhar Subrahmanyam of the University of California, Los Angeles
(175K PDF) -- 26 pages -- April 2000

Cantor, Richard and Frank Packer, " Differences of Opinion and Selection Bias in the Credit Rating Industry", Journal of Banking & Finance, Vol. 21, No. 10, (October 1997), pp. 1395-1417.

[Home] [JEL Classification]

 

[