Spring naar content

Kennisplein

Netspar deelt en ontwikkelt wetenschappelijke kennis over pensioenen, vergrijzing en de ‘oude dag’ in Nederland via verschillende soorten publicaties.

  • Soort publicatie

  • Jaar

Academic Paper

Modeling credit contagion via the updating of fragile beliefs

Academic Paper

Dividend dynamics and the term structure of dividend strips

Academic Paper

Do prices reveal the presence of informed trading

Academic Paper

On the relative pricing of long maturity index options and collateralized debt obligations

Academic Paper

Endogenous dividend dynamics and the term structure of dividend strips

Academic Paper

Do prices reveal the presence of informed trading?

Academic Paper

The determinants of the CDS-bond basis during the financial crisis of 2007-2009

Academic Paper

Parameter learning in general equilibrium: The asset pricing implications

Academic Paper

Insider trading, stochastic liquidity and equilibrium prices