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Volume 1 / 1987 - Volume 40 / 2011
1-34
The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans
Stefano Caselli, Stefano Gatti and Francesca Querci
35-59
Information, Credit Risk, Lender Specialization and Loan Pricing: Evidence from the DIP Financing Market
Kenneth Daniels and Gabriel G. Ramirez
61-75
Spectral Risk Measures: Properties and Limitations
Kevin Dowd, John Cotter and Ghulam Sorwar
77-91
Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225
Shinhua Liu
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