Eli M. Remolona

Finance · 2000–2008

A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 25 citations into it; #9,844 of 10,518 by trust here, #5,014 by citations
• Economics and Econometrics — 12 citations into it
• Accounting — 7 citations into it; #8,315 of 8,970 by trust here, #6,779 by citations

Whom Eli M. Remolona trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Joost Driessen
2. A. Gande
3. Francis A. Longstaff
4. Donald B. Keim
5. Antje Berndt
6. Edwin J. Elton
7. Darrell Duffie
8. David Parsley
9. David M. Cutler

Who trusts Eli M. Remolona overall

1. K. Lim
2. Tim Bollerslev
3. Patrick Augustin
4. Geert Bekaert
5. Andrew Ang
6. R. Brooks
7. Torben G. Andersen
8. Francis A. Longstaff

Papers from Eli M. Remolona's perspective

Ordered by how strongly the researchers Eli M. Remolona trusts endorse each paper. Same corpus, a different order for every researcher.

1. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
2. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
3. The Determinants of Credit Spread Changes
4. News Spillovers in the Sovereign Debt Market
5. Corporate Bond Trading Costs: A Peek Behind the Curtain
6. Stability of ratings transitions
7. The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
8. Credit Risk: Pricing, Measurement, and Management
9. What moves stock prices?
10. Specification Analysis of Affine Term Structure Models

Their papers

• The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion (2008) — 152 citations
• What Moves the Bond Market (2007) — 387 citations
• The Credit Spread Puzzle (2003) — 230 citations
• Size and liquidity of government bond markets (2000) — 115 citations