Krista Schwarz
Finance · 2018
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 28 citations into it; #6,541 of 10,518 by trust here, #4,858 by citations
- Economics and Econometrics — 12 citations into it; #14,210 of 23,481 by trust here, #12,103 by citations
Whom Krista Schwarz trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Francis A. Longstaff
- Markus K. Brunnermeier
- V. Acharya
- Jun Pan
- Arvind Krishnamurthy
- Dimitri Vayanos
- T. Wansbeek
Who trusts Krista Schwarz overall
Papers from Krista Schwarz's perspective
Ordered by how strongly the researchers Krista Schwarz trusts endorse each paper. Same corpus, a different order for every researcher.
- Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
- Market liquidity and funding liquidity
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Explaining the Rate Spread on Corporate Bonds
- Specification Analysis of Affine Term Structure Models
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- The Pricing of Options and Corporate Liabilities
- The Determinants of Credit Spread Changes
- Did Securitization Lead to Lax Screening ? Evidence From Subprime Loans 2001-2006 ∗
Their papers
- Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads (2018) — 242 citations