Sanjiv R. Das Volume 3, Number 1, First Quarter 2005 I survey a selection of recent working papers on recovery rates, providing a framework for extant research. Simpler versions of models are also presented with a view to aid accessibility and pedagogical presentation. Despite the obvious empirical difficulties encountered with recovery rate data, modeling advances… Read more
Surveys and Crossovers
WORKING PAPERS: Technical Analysis
Sanjiv R. Das and David Tien Volume 2, Number 1, First Quarter 2004 View PDF… Read more
STREET RESEARCH: Corporate Earnings and Credit Debacles
Tony Kao View PDF… Read more
WORKING PAPER REVIEWS: Liquidity and Bond Markets
Sanjiv R. Das, Jan Ericsson and Madhu Kalimipalli Volume 1, Number 4, Fourth Quarter 2003 View PDF… Read more
WORKING PAPER REVIEWS: Contagion
Sanjiv Ranjan Das Volume 1, Number 3, Third Quarter 2003 View PDF… Read more
WORKING PAPERS: Hedge Funds
Sanjiv R. Das Volume 1, Number 2, Second Quarter 2003 View PDF… Read more
Working Paper: The Internet and Investors
Sanjiv R. Das PDF Article… Read more