Sanjiv Ranjan Das

Finance · with Chen · 1993–2018

A researcher in the Science corpus: 14 papers; trusts 23 researchers and is trusted by 46 researchers here, as inferred from the citation graph.

Subfields

Whom Sanjiv Ranjan Das trusts overall

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

  1. Kenneth J. Singleton
  2. Andrew Ang
  3. Y. Amihud
  4. Kay Giesecke
  5. Michael B. Gordy
  6. Jun Liu
  7. Linda Allen
  8. Darrell Duffie
  9. Geert Bekaert
  10. Francis A. Longstaff

Who trusts Sanjiv Ranjan Das overall

  1. Christopher S. Jones
  2. Yongmiao Hong
  3. Anindya Ghose
  4. Nina Boyarchenko
  5. Bing Liu
  6. John M. Maheu
  7. Massimo Guidolin
  8. Bo Pang
  9. Seshadri Tirunillai
  10. Elizabeth Demers

Papers from Sanjiv Ranjan Das's perspective

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

  1. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  2. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  3. International Asset Allocation With Regime Shifts
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Specification Analysis of Affine Term Structure Models
  6. The Pricing of Options and Corporate Liabilities
  7. A Theory for the Term Structure of Interest Rates
  8. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
  9. The Determinants of Credit Spread Changes
  10. The Surprise Element: Jumps in Interest Rates

Their papers