Obserwuj
Krista Schwarz
Tytuł
Cytowane przez
Cytowane przez
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Using stocks or portfolios in tests of factor models
A Ang, J Liu, K Schwarz
Journal of Financial and Quantitative Analysis, forthcoming, 2020
453*2020
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads
K Schwarz
Review of Finance 23 (3), 557-597, 2019
3982019
The information content of forward and futures prices: Market expectations and the price of risk
S Chernenko, K Schwarz, JH Wright
International Finance Discussion Papers, 1-23, 2004
1272004
Notes on Bonds: Illiquidity Feedback During the Financial Crisis
D Musto, G Nini, K Schwarz
Review of Financial Studies 31 (8), 2983-3018, 2018
100*2018
Are speculators informed?
K Schwarz
Journal of Futures Markets 32 (1), 1-23, 2012
652012
Intraday trading in the overnight federal funds market
L Bartolini, S Gudell, S Hilton, K Schwarz
Current Issues in Economics and Finance 11 (11), 1-7, 2005
47*2005
Treasury and Federal Reserve Foreign Exchange Operations
K Schwarz
Federal Reserve Bulletin, 576-581, 2001
34*2001
All-to-All Trading in the U.S. Treasury Market
E Chaboud, Alainl Correia, C Cox, M Fleming, Y Huh, F Keane, K Lee, ...
Federal Reserve Bank of New York Staff Reports, 1-34, 2022
13*2022
Predictable end-of-month Treasury returns
J Hartley, K Schwarz
Available at SSRN 3440417, 2019
52019
All-to-All Trading in the US Treasury Market
A Chaboud, E Correia-Golay, C Cox, MJ Fleming, Y Huh, FM Keane, ...
Economic Policy Review 31 (2), 1-27, 2025
2025
Essays in empirical asset pricing
K Schwarz
Columbia University, 2010
2010
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Prace 1–11