M. Gex

Finance · 2008–2012

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it; #8,589 of 10,518 by trust here, #4,482 by citations
• Economics and Econometrics — 11 citations into it
• Accounting — 9 citations into it

Whom M. Gex trusts overall

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

1. John C. Hull
2. Roberto Blanco Escolar

Who trusts M. Gex overall

1. Alesia Kalbaska
2. Geert Bekaert

Papers from M. Gex's perspective

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

1. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
2. Valuing Credit Default Swaps I: No Counterparty Default Risk
3. Option-Implied Risk Aversion Estimates
4. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
5. Valuing Credit Default Swaps I
6. Explaining the Poor Performance of Consumption‐based Asset Pricing Models
7. The relationship between credit default swap spreads, bond yields, and credit rating announcements
8. Measuring Investors' Risk Appetite
9. U.S. Stock Market Crashes and Their Aftermath: Implications for Monetary Policy
10. Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?

Their papers

• Does risk aversion drive financial crises? Testing the predictive power of empirical indicators (2008) — 223 citations
• Has the CDS Market Influenced the Borrowing Cost of European Countries During the Sovereign Crisis (2012) — 134 citations