Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises N Friewald, R Jankowitsch, MG Subrahmanyam Journal of financial economics 105 (1), 18-36, 2012 | 491 | 2012 |
The cross‐section of credit risk premia and equity returns N Friewald, C Wagner, J Zechner The Journal of Finance 69 (6), 2419-2469, 2014 | 243 | 2014 |
Over‐the‐counter market frictions and yield spread changes N Friewald, F Nagler The Journal of Finance 74 (6), 3217-3257, 2019 | 87 | 2019 |
Dealer inventory and the cross-section of corporate bond returns N Friewald, F Nagler Available at SSRN 2526291, 2016 | 35 | 2016 |
Transparency and liquidity in the structured product market N Friewald, R Jankowitsch, MG Subrahmanyam The Review of Asset Pricing Studies 7 (2), 316-348, 2017 | 31 | 2017 |
Debt refinancing and equity returns N Friewald, F Nagler, C Wagner The Journal of Finance 77 (4), 2287-2329, 2022 | 25 | 2022 |
Secondary market liquidity and security design: Theory and evidence from abs markets N Friewald, CA Hennessy, R Jankowitsch The Review of Financial Studies 29 (5), 1254-1290, 2016 | 25 | 2016 |
Liquidity, transparency and disclosure in the securitized product market N Friewald, R Jankowitsch, MG Subrahmanyam Unpublished paper, New York University Stern School of Business, 2012 | 21 | 2012 |
Estimating asset correlation from cds spreads: An analysis of the hedge effectiveness of ftd baskets N Friewald Available at SSRN 1456387, 2009 | 6 | 2009 |
To disclose or not to disclose: Transparency and liquidity in the structured product market N Friewald, R Jankowitsch, MG Subrahmanyam CFS Working Paper, 2014 | 2 | 2014 |
Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during MG Subrahmanyam, R Jankowitsch, N Friewald NYU Working Paper, 2012 | 1 | 2012 |
Estimating Asset Correlation from Credit Spreads-An Analysis of the Hedge Performance N Friewald, S Pichler Vienna University of Economics and Business Administration, Institute for …, 2008 | 1 | 2008 |
Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises M Subrahmanyam, N Friewald, R Jankowitsch | | 2009 |
An Empirical Analysis of Valuation Algorithms for Pricing Callable Snowball Floaters D Filipović, N Friewald, S Pichler 22nd Australasian Finance and Banking Conference, 2009 | | 2009 |
In this section M Nagler, M Watzinger, JL Furman | | |