Jun He
Post
Research
Note
Data
Bergen
🌞
Loriana Pelizzon
← Papers reviewed on this blog
[2025 JFE]
同样的现金流,两个价格:当央行亲手掰断了套利这根杠杆
Central Bank–Driven Mispricing
Jun 2026
[2024 JFE]
央行的「合格清单」:一只债券一旦能抵押,会发生什么?
Collateral Eligibility of Corporate Debt in the Eurosystem
Jun 2026
[2021 JFE]
买在一起,卖也在一起:当保险公司的持仓「撞衫」
Portfolio Similarity and Asset Liquidation in the Insurance Industry
Jun 2026