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Sven Klingler
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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
1012019
Safe haven CDS premiums
S Klingler, D Lando
The Review of Financial Studies 31 (5), 1856-1895, 2018
51*2018
Life after LIBOR
S Klingler, O Syrstad
Journal of Financial Economics 141 (2), 783-801, 2021
472021
Option pricing with time-changed Lévy processes
S Klingler, YS Kim, ST Rachev, FJ Fabozzi
Applied financial economics 23 (15), 1231-1238, 2013
312013
Diminishing Treasury Convenience Premiums: Effects of Dealers' Excess Demand in Auctions
S Klingler, SM Sundaresan
Available at SSRN 3556502, 2020
24*2020
Active loan trading
FJ Fabozzi, S Klingler, P Mølgaard, MS Nielsen
Journal of Financial Intermediation 46, 100868, 2021
132021
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
72023
Pension Liquidity Risk
K Jansen, S Klingler, A Ranaldo, P Duijm
Swiss Finance Institute Research Paper, 2024
52024
Disclosing the Undisclosed: Commercial Paper as Hidden Liquidity Buffer
S Klingler, O Syrstad
Available at SSRN 3824651, 2021
5*2021
Issuer certification in money markets
S Klingler, A Rzeznik, O Syrstad
mimeo, 2023
22023
Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?
S Klingler, O Syrstad
Available at SSRN 4150729, 2023
12023
Corporate pension risk transfers
S Klingler, SM Sundaresan, MA Moran
Available at SSRN 4137429, 2022
12022
High Funding Risk and Low Hedge Fund Returns
S Klingler
Now publisher, 2022
1*2022
Pension Liquidity Risk
S Klingler, A Ranaldo, P Duijm
De Nederlandsche Bank Working Paper, 2024
2024
Taking advantage of media attention to climate change: CLOs ‘trading of brown loans
K Hackenberg, V Klaus, S Klingler, T Sondershaus
Available at SSRN 4344497, 2024
2024
CP and CDs markets: a primer
S Klingler, B Mojon, M Perozek, HS Shin
BIS Quarterly Review, 63, 2023
2023
How Safe are
V Keshav, S Klingler
Money Market Funds, 2023
2023
CLOs’ trading of brown loans when climate change draws attention
K Hackenberg, V Klaus, T Sondershaus
Financial Times, 2022
2022
Essays on Asset Pricing with Financial Frictions
S Klingler
Frederiksberg: Copenhagen Business School (CBS), 2017
2017
Dynamic Bargaining Markets and the Negative Swap Spread
S Klingler
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Articles 1–20