Search Results - Bliss, Robert R.

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  1. 1
    Option-Implied Risk Aversion Estimates

    Option-Implied Risk Aversion Estimates by Bliss, Robert R., Panigirtzoglou, Nikolaos

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  2. 2
    Testing the stability of implied probability density functions

    Testing the stability of implied probability density functions by Bliss, Robert R., Panigirtzoglou, Nikolaos

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  3. 3
    Derivatives and systemic risk: Netting, collateral, and closeout

    Derivatives and systemic risk: Netting, collateral, and closeout by Bliss, Robert R., Kaufman, George G.

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  4. 4
    Symposium on the structure of financial regulation: An introduction

    Symposium on the structure of financial regulation: An introduction by Bliss, Robert R.

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  5. 5
    The Information in Long-Maturity Forward Rates

    The Information in Long-Maturity Forward Rates by Fama, Eugene F., Bliss, Robert R.

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  6. 6
    Discussion of “Bank Mergers and the Dynamics of Deposit Rates”

    Discussion of “Bank Mergers and the Dynamics of Deposit Rates” by Bliss, Robert

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  7. 7
    A nonstationary trinomial model for the valuation of options on treasury bond futures contracts

    A nonstationary trinomial model for the valuation of options on treasury bond futures contracts by Ronn, Ehud I., Bliss Jr, Robert R.

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  8. 8
    Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates

    Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates by BLISS JR, ROBERT R., RONN, EHUD I.

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  9. 9
    Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing

    Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing by Bliss, Robert R., Flannery, Mark J.

    Published in Review of Finance
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  10. 10
    Empirical Tests of Two State-Variable Heath-Jarrow-Morton Models

    Empirical Tests of Two State-Variable Heath-Jarrow-Morton Models by Bliss, Robert R., Ritchken, Peter

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  11. 11
    Callable U.S. Treasury Bonds: Optimal Calls, Anomalies, and Implied Volatilities

    Callable U.S. Treasury Bonds: Optimal Calls, Anomalies, and Implied Volatilities by Bliss, Robert R., Ronn, Ehud I.

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  12. 12
    Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates

    Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates by Bliss, Robert R., Ronn, Ehud I.

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  13. 13
    Derivatives clearing and settlement: A comparison of central counterparties and alternative structures

    Derivatives clearing and settlement: A comparison of central counterparties and alternative structures by Bliss, Robert R, Steigerwald, Robert S

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  14. 14
    Bankruptcy law and large complex financial organizations: A primer

    Bankruptcy law and large complex financial organizations: A primer by Bliss, Robert R

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  15. 15
    A comparison of U.S. corporate and bank insolvency resolution

    A comparison of U.S. corporate and bank insolvency resolution by Bliss, Robert, Kaufman, George

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  16. 16
    Market discipline and subordinated debt: A review of some salient issues

    Market discipline and subordinated debt: A review of some salient issues by Bliss, Robert R

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  17. 17
    Bank Procyclicality, Credit Crunches, and Asymmetric Monetary Policy Effects: A Unifying Model

    Bank Procyclicality, Credit Crunches, and Asymmetric Monetary Policy Effects: A Unifying Model by Bliss, Robert R, Kaufman, George G

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  18. 18
    Movements in the term structure of interest rates

    Movements in the term structure of interest rates by Bliss, Robert R

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  19. 19
    Risk-based bank capital: Issues and solutions

    Risk-based bank capital: Issues and solutions by Bliss, Robert R

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  20. 20
    The elasticity of interest rate volatility: Chan, Karolyi, Longstaff, and Sanders revisited

    The elasticity of interest rate volatility: Chan, Karolyi, Longstaff, and Sanders revisited by Bliss, Robert, Smith, David

    Published in The journal of risk
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