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 | 106 | 2019 |
Life after LIBOR S Klingler, O Syrstad Journal of Financial Economics 141 (2), 783-801, 2021 | 52 | 2021 |
Safe haven CDS premiums S Klingler, D Lando The Review of Financial Studies 31 (5), 1856-1895, 2018 | 52* | 2018 |
Diminishing Treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints S Klingler, S Sundaresan Journal of Monetary Economics 135, 55-69, 2023 | 31* | 2023 |
Option pricing with time-changed Lévy processes S Klingler, YS Kim, ST Rachev, FJ Fabozzi Applied financial economics 23 (15), 1231-1238, 2013 | 31 | 2013 |
Active loan trading FJ Fabozzi, S Klingler, P Mølgaard, MS Nielsen Journal of Financial Intermediation 46, 100868, 2021 | 13 | 2021 |
Pension Liquidity Risk S Klingler, A Ranaldo, P Duijm De Nederlandsche Bank Working Paper, 2024 | 6* | 2024 |
Disclosing the Undisclosed: Commercial Paper as Hidden Liquidity Buffer S Klingler, O Syrstad Available at SSRN 3824651, 2021 | 5* | 2021 |
High Funding Risk and Low Hedge Fund Returns S Klingler Now publisher, 2022 | 3* | 2022 |
Issuer certification in money markets S Klingler, A Rzeznik, O Syrstad mimeo, 2023 | 2 | 2023 |
Does SOFR-linked debt cost borrowers more than LIBOR-linked debt? S Klingler, O Syrstad Available at SSRN 4150729, 2023 | 2 | 2023 |
Corporate pension risk transfers S Klingler, SM Sundaresan, MA Moran Available at SSRN 4137429, 2022 | 2 | 2022 |
Taking advantage of media attention to climate change: CLOs ‘trading of brown loans K Hackenberg, V Klaus, S Klingler, T Sondershaus Available at SSRN 4344497, 2024 | | 2024 |
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 | | |