[go: up one dir, main page]

Follow
Sven Klingler
Title
Cited by
Cited by
Year
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
1342019
Life after LIBOR
S Klingler, O Syrstad
Journal of Financial Economics 141 (2), 783-801, 2021
772021
Safe haven CDS premiums
S Klingler, D Lando
The Review of Financial Studies 31 (5), 1856-1895, 2018
62*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
49*2023
Pension liquidity risk
KAE Jansen, S Klingler, A Ranaldo, P Duijm
Netspar, Network for Studies on Pensions, Aging and Retirement, 2024
282024
Option pricing with time-changed Lévy processes
S Klingler, YS Kim, ST Rachev, FJ Fabozzi
Applied financial economics 23 (15), 1231-1238, 2013
282013
Active loan trading
FJ Fabozzi, S Klingler, P Mølgaard, MS Nielsen
Journal of Financial Intermediation 46, 100868, 2021
242021
The SOFR discount
S Klingler, O Syrstad
Journal of Financial Economics 164, 103989, 2025
9*2025
Corporate pension risk transfers
S Klingler, S Sundaresan, M Moran
Management Science, 2025
62025
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
Critical Finance Review 11 (3-4), 505-539, 2022
4*2022
Issuer certification in money markets
S Klingler, A Rzeznik, O Syrstad
mimeo, 2023
22023
Benchmark Interest Rates in the SOFR Era
M Fleckenstein, S Klingler, O Syrstad
Available at SSRN 5330761, 2025
12025
CLO Trading of Brown Loans
K Hackenberg, V Klaus, S Klingler, T Sondershaus
12024
The Last Days of LIBOR
S Klingler, O Syrstad, M Fleckenstein
Available at SSRN 5313717, 2025
2025
Essays on Asset Pricing with Financial Frictions
S Klingler
Frederiksberg: Copenhagen Business School (CBS), 2017
2017
CLO Trading of Brown Loans
S Klingler, K Hackenberg, V Klaus, T Sondershaus
Available at SSRN 5447916, 0
Burying Libor NORGES BANK
S KLINGLER, O SYRSTAD
Dynamic Bargaining Markets and the Negative Swap Spread
S Klingler
The system can't perform the operation now. Try again later.
Articles 1–19