Concepedia
2
Publications
277
Citations
H-Index
2001
Active since
Affiliations
University of California, Los Angeles(Current)
Ravit E. Mandell is an author at University of California, Los Angeles.
Publications per year
2001–2006
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks*
Jun Liu, Francis A. Longstaff, Ravit E. Mandell · The Journal of Business · 2006 · 205 citations
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
Francis A. Longstaff, Jun Liu, Ravit E. Mandell · SSRN Electronic Journal · 2001 · 72 citations · Full text
Rows per page
1–2 of 2