Sven Klingler
Title
Cited by
Cited by
Year
An explanation of negative swap spreads: Demand for duration from underfunded pension plans
S Klingler, S Sundaresan
The Journal of Finance 74 (2), 675-710, 2019
302019
Safe haven CDS premiums
S Klingler, D Lando
The Review of Financial Studies 31 (5), 1856-1895, 2018
182018
Option pricing with time-changed LÚvy processes
S Klingler, YS Kim, ST Rachev, FJ Fabozzi
Applied Financial Economics 23 (15), 1231-1238, 2013
112013
Safe-haven CDS premia
S Klingler, D Lando
Copenhagen Business School, Working Paper, 2015
82015
How safe are safe havens
S Klingler, SM Sundaresan
Working Paper Columbia University, 2018
32018
Active loan trading
F Fabozzi, S Klingler, P M°lgaard, MS Nielsen
Journal of Financial Intermediation, 100868, 2020
12020
Diminishing Treasury Convenience Premiums: Effects of Dealers' Excess Demand in Auctions
S Klingler, SM Sundaresan
Available at SSRN 3556502, 2020
12020
High Funding Risk, Low Return
S Klingler
Low Return (August 30, 2019), 2019
2019
Life After LIBOR
S Klingler, O Syrstad
Available at SSRN 3390856, 2019
2019
Burying Libor
S Klingler, O Syrstad
Norges Bank, 2019
2019
Essays on Asset Pricing with Financial Frictions
S Klingler
Frederiksberg: Copenhagen Business School (CBS), 2017
2017
Dynamic Bargaining Markets and the Negative Swap Spread
S Klingler
European Financial Management Association 2015 Annual Meetings, 2015
2015
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Articles 1–12