Concepedia
7
Publications
303
Citations
H-Index
2002
Active since
Affiliations
Digital Research Alliance of Canada(Current)
Imperial College London
London School of Economics and Political Science
University of Manchester
Alex P. Taylor is an author at Digital Research Alliance of Canada specializing in business, economics, and finance.
Top concepts
FinanceBusinessEconomics
Publications per year
2002–2016
What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
Anisha Ghosh, Christian Julliard, Alex P. Taylor · Review of Financial Studies · 2016 · 87 citations · Full text
Liquidity and Bond Market Spreads
William Perraudin, Alex P. Taylor · SSRN Electronic Journal · 2003 · 69 citations · Full text
On the consistency of ratings and bond market yields
William Perraudin, Alex P. Taylor · Journal of Banking & Finance · 2004 · 58 citations
Bond Market Yields, Economics, Term Structure Model +3
What is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
Anisha Ghosh, Christian Julliard, Alex P. Taylor · SSRN Electronic Journal · 2011 · 40 citations · Full text
The structure of credit risk: spread volatility and ratings transitions
Rüdiger Kiesel, William Perraudin, Alex P. Taylor · The Journal of Risk · 2003 · 22 citations
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