Yves Nosbusch

Finance · 2010

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

Subfields

• Finance — 27 citations into it; #9,857 of 10,518 by trust here, #5,728 by citations
• Accounting — 8 citations into it; #8,334 of 8,970 by trust here, #5,847 by citations

Whom Yves Nosbusch trusts overall

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

1. Francis A. Longstaff
2. Long Chen

Who trusts Yves Nosbusch overall

1. Dominik Maltritz

Papers from Yves Nosbusch's perspective

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

1. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
2. Corporate Yield Spreads and Bond Liquidity
3. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
4. Explaining the Rate Spread on Corporate Bonds
5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
6. Specification Analysis of Affine Term Structure Models
7. The Determinants of Credit Spread Changes
8. Term premia and interest rate forecasts in affine models
9. Default Risk in Equity Returns
10. The Pricing of Options and Corporate Liabilities

Their papers

• Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010) — 532 citations