The Fine Structure of Equity-Index Option Dynamics,
Torben Andersen, Oleg Bondarenko, Viktor Todorov and George Tauchen,
from Department of Economics and Business Economics, Aarhus University
(2013)
Keywords: VPIN, high-frequency data, implied volatility, jump activity, Kolmogorov-Smirnov test, stable process, stochastic volatility, VIX index
Misconceptions about Credit Ratings - An Empirical Analysis of Credit Ratings across Market Sectors and Agencies,
Kerstin Lopatta, Magdalena Tchikov and Finn Körner,
from ZenTra - Center for Transnational Studies
(2013)
Keywords: credit ratings, credit risk, default probabilities, comparability
Thin capitalization rules and multinational firm capital structure,
Jennifer Blouin, Harry Huizinga, Luc Laeven and Gaëtan Nicodème,
from Oxford University Centre for Business Taxation
(2013)
Keywords: Thin capitalization rule; Multinational firm; Capital structure; Taxation