Rolph, Douglas S.

Rolph, Douglas S.

Nanyang Technological University - Jurong West / Singapore
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 6096476
南洋理工大学
person_outline Rolph, Douglas S.'s MOST POPULAR ARTICLES
1-) Interest rates and credit spread dynamicsR Neal, DS Rolph, BV Dupoyet, C MorrisAFA, 2001176*2001
2-) Do the spreads between the E/P ratio and interest rates contain information on future equity market movements?DS Rolph, P ShenResearch Division, Federal Reserve Bank of Kansas City, 1999111999
3-) Co-skewness, firm-level equity returns and financial leverageDS RolphSeattle University. Working paper, 2003102003
4-) An introduction to credit derivativesRS Neal, DS RolphHandbook of Credit Derivatives (McGraw-Hill, New York), 3-24, 199991999
5-) Default risk, equity returns and the value of limited liability protectionDS RolphWorking Paper, 201012010