Karan Bhanot - Publications

Affiliations: 
Finance The University of Texas at San Antonio, San Antonio, TX, United States 
Area:
Finance

15 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Bhanot K, Larsson CF. The Dollar Denominated Covered Bond Market: A Cross-Country Analysis of Credit Spreads The Journal of Fixed Income. 29: 26-43. DOI: 10.3905/Jfi.2019.29.2.026  0.444
2017 Bhanot K, Guo L. The New Market for Treasury Floating Rate Notes The Journal of Fixed Income. 27: 52-64. DOI: 10.3905/Jfi.2017.27.2.052  0.394
2017 Bhanot K, Larsson CF. Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience Journal of Financial Markets. 39: 84-110. DOI: 10.1016/J.Finmar.2017.11.003  0.442
2014 Bhanot K, Burns N, Hunter D, Williams M. News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector Journal of Banking and Finance. 38: 51-63. DOI: 10.1016/J.Jbankfin.2013.09.015  0.429
2011 Bhanot K, Guo L. Negative Credit Spreads: Liquidity and Limits to Arbitrage The Journal of Fixed Income. 21: 32-41. DOI: 10.3905/Jfi.2011.21.1.032  0.499
2010 Bhanot K, Guo L. Types of liquidity and limits to arbitrage-the case of credit default swaps Journal of Futures Markets. 32: 301-329. DOI: 10.2139/Ssrn.1609230  0.428
2010 Bhanot K, Mansi SA, Wald JK. Takeover Risk and the Correlation Between Stocks and Bonds Journal of Empirical Finance. 17: 381-393. DOI: 10.1016/J.Jempfin.2009.10.006  0.485
2006 Bhanot K, Kadapakkam PR. Anatomy of a Government Intervention in Index Stocks - Price Pressure or Information Effects? The Journal of Business. 79: 963-986. DOI: 10.1086/499145  0.3
2006 Bhanot K, Mello AS. Should corporate debt include a rating trigger Journal of Financial Economics. 79: 69-98. DOI: 10.1016/J.Jfineco.2005.01.002  0.397
2005 Bhanot K. What causes mean reversion in corporate bond index spreads? The impact of survival Journal of Banking and Finance. 29: 1385-1403. DOI: 10.1016/J.Jbankfin.2004.04.003  0.447
2003 Bhanot K. Pricing Corporate Bonds with Rating-Based Covenants The Journal of Fixed Income. 12: 57-64. DOI: 10.3905/Jfi.2003.319339  0.446
2001 Bhanot K. Dynamics of Credit Spreads: A Non-Parametric Analysis The Journal of Fixed Income. 11: 28-35. DOI: 10.3905/Jfi.2001.319295  0.326
2000 Bhanot K. Stability of Transition Densities: Evidence from Competing Interest Rate Models The Journal of Fixed Income. 9: 27-34. DOI: 10.3905/Jfi.2000.319251  0.313
2000 Bhanot K. Behavior of power prices: implications for the valuation and hedging of financial contracts Journal of Risk. 2: 43-62. DOI: 10.21314/Jor.2000.025  0.337
1998 Bhanot K. Recovery and Implied Default in Brady Bonds The Journal of Fixed Income. 8: 47-51. DOI: 10.3905/Jfi.1998.408231  0.37
Show low-probability matches.