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Bruce Tuckman
Bruce Tuckman
Clinical Professor of Finance
Bestätigte E-Mail-Adresse bei stern.nyu.edu
Titel
Zitiert von
Zitiert von
Jahr
Fixed income securities: tools for today's markets
B Tuckman, A Serrat
John Wiley & Sons, 2022
3502022
Arbitrage With Holding Costs: A Utility‐Based Approach
B Tuckman, JL Vila
The Journal of Finance 47 (4), 1283-1302, 1992
1141992
Do bondholders lose from junk bond covenant changes?
M Kahan, B Tuckman
Journal of Business, 499-516, 1993
851993
Private vs. public lending: Evidence from covenants
M Kahan, B Tuckman
781993
Fixed income securities: tools for todays markets
B Tuckman
Language 14 (512p), 24cm, 2002
672002
Interest rate parity, money market basis swaps, and cross-currency basis swaps
B Tuckman, P Porfirio
Fixed income liquid markets research, Lehman Brothers 1, 2003
642003
Special levies on punitive damages: decoupling, agency problems, and litigation expenditures
M Kahan, B Tuckman
International Review of Law and Economics 15 (2), 175-185, 1995
441995
Calling nonconvertible debt and the problem of related wealth transfer effects
FA Longstaff, BA Tuckman
Financial Management, 21-27, 1994
421994
Unintended consequences of LOLR facilities: The case of illiquid leverage
VV Acharya, B Tuckman
National Bureau of Economic Research, 2013
332013
Systemic risk and the tri-party repo clearing banks
B Tuckman
CFS Policy Paper, 4, 2010
282010
Do Banks Hedge Using Interest Rate Swaps?
L McPhail, P Schnabl, B Tuckman
National Bureau of Economic Research, 2023
232023
Amending safe harbors to reduce systemic risk in otc derivatives markets
B Tuckman
CFS Policy paper, 2010
212010
Advanced fixed-income valuation tools
N Jegadeesh, B Tuckman
John Wiley & Sons, 1999
201999
SVB and beyond: The banking stress of 2023
VV Acharya, MP Richardson, KL Schoenholtz, B Tuckman, R Berner, ...
Available at SSRN 4513276, 2023
172023
Derivatives: Understanding their usefulness and their role in the financial crisis
B Tuckman
Journal of applied corporate finance 28 (1), 62-71, 2016
152016
Federal Liquidity Options: Containing Runs on Deposit-Like Assets without Bailouts and Moral Hazard
B Tuckman
Available at SSRN 2018873, 2012
152012
Holding costs and equilibrium arbitrage
B Tuckman, JL Vila
151993
Risk transfer with interest rate swaps
L Baker, R Haynes, J Roberts, R Sharma, B Tuckman
Financial Markets, Institutions & Instruments 30 (1), 3-28, 2021
92021
Swaps regulation version 2.0: An assessment of the current implementation of reform and proposals for next steps
JC Giancarlo, B Tuckman
CFTC White Paper, 2018
82018
In defense of derivatives: from beer to the financial crisis
B Tuckman
Cato Institute Policy Analysis, 2015
82015
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