Michael W. Brandt

Finance · with Beber · 2006

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Michael W. Brandt trusts overall

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

  1. Nicolas P. B. Bollen
  2. Francis A. Longstaff
  3. John C. Hull
  4. Alois Geyer
  5. Robert Whaley

Who trusts Michael W. Brandt overall

  1. Ruslan Goyenko
  2. M. Arghyrou
  3. Joshua Aizenman
  4. L. Pham
  5. Alexandros Kontonikas
  6. Andrey D. Ukhov
  7. Michael M. Hutchison

Papers from Michael W. Brandt's perspective

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

  1. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  2. Measuring Systematic Risk in EMU Government Yield Spreads
  3. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
  4. The Determinants of Credit Spread Changes
  5. Commonality in Liquidity
  6. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  7. The relationship between credit default swap spreads, bond yields, and credit rating announcements
  8. Liquidity and Credit Risk
  9. The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
  10. An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps

Their papers