Browsing All of EconStor by Author Trapp, Monika
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
2004 | Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures | Düllmann, Klaus; Trapp, Monika |
2009 | Time-varying credit risk and liquidity premia in bond and CDS markets | Bühler, Wolfgang; Trapp, Monika |
2009 | Trading the bond-CDS basis: The role of credit risk and liquidity | Trapp, Monika |
2009 | Explaining the Bond-CDS Basis: The role of credit risk and liquidity | Bühler, Wolfgang; Trapp, Monika |
2012 | Fund manager allocation | Fang, Jieyan; Kempf, Alexander; Trapp, Monika |
2013 | Transatlantic systemic risk | Trapp, Monika; Wewel, Claudio |
2013 | The price impact of CDS trading | Gündüz, Yalin; Nasev, Julia; Trapp, Monika |
2016 | A heterogeneous agents equilibrium model for the term structure of bond market liquidity | Schuster, Philipp; Trapp, Monika; Uhrig-Homburg, Marliese |