Frank X. Zhang - Central Bank Research Hub

Papers by year: All | 2005 | 2003

Title Other author(s)

A No-Arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-59, 15.12.2005)

JEL: E43, G12, G13

Liquidity, Default, Taxes and Yields on Municipal Bonds

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-35, 06.09.2005)

What Did the Credit Market Expect of Argentina Default? Evidence from Default Swap Data

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-25, 22.07.2003)

Trading Activity and Price Volatility in the Municipal Bond Market

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-39, 05.02.2003)

Papers by year: All | 2005 | 2003