Items where Author is "Kolokolova, Olga"

Article

Chan, Ka Kei and Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2023) Price Convergence between Credit Default Swap and Put Option: New Evidence. Journal of Empirical Finance, 72. pp. 188-213. DOI https://doi.org/10.1016/j.jempfin.2023.03.008

Lin, Ming-Tsung and Kolokolova, Olga and Poon, Ser-Huang (2021) Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors. The European Journal of Finance, 27 (1-2). pp. 136-157. DOI https://doi.org/10.1080/1351847x.2019.1667846

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2020) Too big to ignore? Hedge fund flows and bond yields. Journal of Banking and Finance, 112. p. 105271. DOI https://doi.org/10.1016/j.jbankfin.2017.12.009

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2019) Rating-based CDS curves. The European Journal of Finance, 25 (7). pp. 689-723. DOI https://doi.org/10.1080/1351847x.2018.1511441