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Robert R. Bliss · Study
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Author
Robert R. Bliss
21 works
· latest 2009
· 2 institutions
cluster: provisional
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21
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21
Citations
3,943
Works here
21
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09
Most cited in this library
The Information in Long-Maturity Forward Rates
1987 · 1,552 citations
Option‐Implied Risk Aversion Estimates
2004 · 647 citations
Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing
2002 · 296 citations
Testing the stability of implied probability density functions
2002 · 269 citations
Testing term structure estimation methods
1996 · 203 citations
Works
21 shown
Financial Institutions and Markets
Palgrave Macmillan US eBooks
·
2009
·
1 author
·
book
40
citations
Multiple regulators and insolvency regimes
Routledge international studies in money and banking
·
2007
·
1 author
·
chapter
22
citations
Derivatives Clearing and Settlement: A Comparison of Central Counterparties and Alternative Structures
RePEc: Research Papers in Economics
·
2006
·
2 authors
·
Open access
59
citations
Derivatives and systemic risk: Netting, collateral, and closeout
Journal of Financial Stability
·
2006
·
2 authors
90
citations
U.S. Corporate and Bank Insolvency Regimes: An Economic Comparison and Evaluation
SSRN Electronic Journal
·
2006
·
2 authors
·
preprint
·
Open access
42
citations
Derivatives and Systemic Risk: Netting, Collateral, and Closeout
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
52
citations
Option‐Implied Risk Aversion Estimates
The Journal of Finance
·
2004
·
2 authors
647
citations
NETTING, FINANCIAL CONTRACTS, AND BANKS: THE ECONOMIC IMPLICATIONS
Research in financial services
·
2003
·
3 authors
·
chapter
44
citations
Bank Procyclicality, Credit Crunches, and Asymmetric Monetary Policy Effects: A Unifying Model
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
38
citations
Bankruptcy Law and Large Complex Financial Organizations: A Primer
SSRN Electronic Journal
·
2003
·
1 author
·
preprint
·
Open access
34
citations
Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing
European Finance Review
·
2002
·
2 authors
·
Open access
296
citations
Testing the stability of implied probability density functions
Journal of Banking & Finance
·
2002
·
2 authors
269
citations
Market Discipline and Subordinated Debt: A Review of Some Salient Issues
RePEc: Research Papers in Economics
·
2001
·
1 author
92
citations
Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
129
citations
Market Discipline in the Governance of U.S. Bank Holding Companies
University of Chicago Press eBooks
·
2001
·
2 authors
·
chapter
41
citations
Testing the Stability of Implied Probability Density Functions
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
100
citations
The elasticity of interest rate volatility: Chan, Karolyi, Longstaff, and Sanders revisited
The Journal of Risk
·
1998
·
2 authors
·
Open access
53
citations
Movements in the Term Structure of Interest Rates
RePEc: Research Papers in Economics
·
1997
·
6 authors
111
citations
Empirical Tests of Two State-Variable Heath-Jarrow-Morton Models
Journal of money credit and banking
·
1996
·
2 authors
29
citations
Testing term structure estimation methods
RePEc: Research Papers in Economics
·
1996
·
1 author
·
preprint
·
Open access
203
citations
The Information in Long-Maturity Forward Rates
American Economic Review
·
1987
·
2 authors
1,552
citations