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Nils Friewald
Nils Friewald
Verified email at nhh.no
Title
Cited by
Cited by
Year
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
5332012
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
2652014
Over‐the‐counter market frictions and yield spread changes
N Friewald, F Nagler
The Journal of Finance 74 (6), 3217-3257, 2019
1092019
Debt refinancing and equity returns
N Friewald, F Nagler, C Wagner
The Journal of Finance 77 (4), 2287-2329, 2022
482022
Dealer inventory and the cross-section of corporate bond returns
N Friewald, F Nagler
SSRN, 2016
382016
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
322017
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
292016
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Unpublished paper, New York University Stern School of Business, 2012
202012
Estimating asset correlation from cds spreads: An analysis of the hedge effectiveness of ftd baskets
N Friewald
Available at SSRN 1456387, 2009
62009
To disclose or not to disclose: Transparency and liquidity in the structured product market
N Friewald, R Jankowitsch, MG Subrahmanyam
CFS Working Paper, 2014
22014
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
12012
Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises
M Subrahmanyam, N Friewald, R Jankowitsch
12009
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
12008
To disclose or not to disclose: transparency and liquidity in the structured product market:[Version 5 Mai 2014]
N Friewald, R Jankowitsch, MG Subrahmanyam
Center for Financial Studies, 2014
2014
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
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Articles 1–16