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The Determinants of Credit Spread Changes.
 Journal of Finance
, 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
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Cited by 422 (2 self)
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changes are principally driven by local supply/demand shocks that are independent of both creditrisk factors and standard proxies for liquidity. * CollinDufresne is at Carnegie Mellon University. Goldstein is at Washington University in St. Louis. Martin is at Arizona State University. A significant
R. GarcíaMartín
, 2009
"... oS(EFT09)053 Recent progress on a precise dispersive data analysis of the f0(600) pole J.R. Peláez∗† ..."
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oS(EFT09)053 Recent progress on a precise dispersive data analysis of the f0(600) pole J.R. Peláez∗†
Martin Moser
, 1994
"... : For random right censoring the completeness of the censoring indicators, ordered according to observation time, is shown. Keywords: complete statistics; rank statistics; random right censoring 1 Introduction In the random right censoring model the statistician is interested in inferences about &q ..."
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both practical and theoretical justifications. Here the ranks R (n) = (R 1 ; . . . ; R n ) refer to the observed times Z (n) = (Z 1 ; . . . ; Z n ) and are used in conjunction with the indicators \Delta (n) = (\Delta 1 ; . . . ; \Delta n ). With the assumption of independence among the X i and among
, R. TelloMartín
"... Rickettsia rickettsii isolation from naturally infected Amblyomma parvum ticks by centrifugation in a 24well culture plate technique K. DzulRosado ..."
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Rickettsia rickettsii isolation from naturally infected Amblyomma parvum ticks by centrifugation in a 24well culture plate technique K. DzulRosado
Martin capacity for Markov chains
 MR1349175 R. PEMANTLE AND Y. PERES
, 1995
"... The probability that a transient Markov chain, or a Brownian path, will ever visit a given set Λ, is classically estimated using the capacity of Λ with respect to the Green kernel G(x,y). We show that replacing the Green kernel by the Martin kernel G(x,y)/G(0,y) yields improved estimates, which are ..."
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Cited by 22 (11 self)
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The probability that a transient Markov chain, or a Brownian path, will ever visit a given set Λ, is classically estimated using the capacity of Λ with respect to the Green kernel G(x,y). We show that replacing the Green kernel by the Martin kernel G(x,y)/G(0,y) yields improved estimates, which
Lowness Properties and Randomness
 ADVANCES IN MATHEMATICS
"... The set A is low for MartinLof random if each random set is already random relative to A. A is Ktrivial if the prefix complexity K of each initial segment of A is minimal, namely K(n)+O(1). We show that these classes coincide. This implies answers to questions of AmbosSpies and Kucera [2 ..."
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Cited by 103 (27 self)
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[2], showing that each low for MartinLof random set is # 2 . Our class induces a natural intermediate # 3 ideal in the r.e. Turing degrees (which generates the whole class under downward closure). Answering
Reviewed by Martin Klazar
"... On the structure of sets with many kterm arithmetic progressions. Acta Arith. 138 (2009), no. 2, 145–164. Elekes characterizes the structure of finite sets of real numbers containing the maximum possible number, in order of magnitude, of kterm arithmetic progressions (APs). For finite X ⊂ R we let ..."
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On the structure of sets with many kterm arithmetic progressions. Acta Arith. 138 (2009), no. 2, 145–164. Elekes characterizes the structure of finite sets of real numbers containing the maximum possible number, in order of magnitude, of kterm arithmetic progressions (APs). For finite X ⊂ R we
SIGMUNDUR GUDMUNDSSON AND MARTIN SVENSSON
, 708
"... Abstract. In this paper we introduce two new methods for constructing harmonic morphisms from solvable Lie groups. The first method yields global solutions from any simply connected nilpotent Lie group and from any Riemannian symmetric space of noncompact type and rank r ≥ 3. The second method prov ..."
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Abstract. In this paper we introduce two new methods for constructing harmonic morphisms from solvable Lie groups. The first method yields global solutions from any simply connected nilpotent Lie group and from any Riemannian symmetric space of noncompact type and rank r ≥ 3. The second method
On the spectrum of the MartinMorales minimal surfaces
"... Abstract. We show that the spectrum of complete minimal submanifolds properly immersed in a ball of R n are discrete. In particular, the MartinMorales complete minimal surfaces properly immersed in a ball of R 3 have discrete spectrum. This gives a partial answer to a question of Yau [19]. 1. ..."
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Cited by 2 (0 self)
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Abstract. We show that the spectrum of complete minimal submanifolds properly immersed in a ball of R n are discrete. In particular, the MartinMorales complete minimal surfaces properly immersed in a ball of R 3 have discrete spectrum. This gives a partial answer to a question of Yau [19]. 1.
5Institute of Clinical Molecular Biology, ChristianAlbrechtsUniversity of Kiel, Kiel 24105,
"... Correspondence and requests for materials should be addressed to R.S.B. ..."
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