selected publications

• academic article

  • Dynamics of Global Credit Markets.  SSRN Electronic Journal.  2019
  • Equity Momentum: The Global Engine of Credit Rating Migration and Performance.  SSRN Electronic Journal.  2019
  • The Fear of Credit Risk and the Spread Divided by Duration (SDD) Anomaly in Global Credit Markets.  SSRN Electronic Journal.  2019
  • Extending Fama-French Factors to Corporate Bond Markets.  SSRN Electronic Journal.  2016

• blog posting

  • Common Equity Factors in Corporate Bond Markets.  SSRN Electronic Journal. 2017