The Arthur Warga Award for Best Paper in Fixed Income is presented annually at SFS Cavalcade North America.
This prize is made possible by the support of:
Kelly N. Cai
Mark Grinblatt & Rena Repetti
Matt & Cathy Spiegel
The prize is equal to 4% of the endowment. We welcome additional donations to the endowment. Please contact SFS Treasurer Craig Holden if you wish to contribute.
“ETF Arbitrage under Liquidity Mismatch”
Kevin Pan and Yao Zeng
“A Macrofinance View of Sovereign CDS”
Mikhail Chernov, Lukas Schmid, Andres Schneider
“Call Me Maybe? The Effects of Exercising Contingent Capital”
“Monetary Policy Drivers of Bond and Equity Risks”
John Y. Campbell, Carolin Pflueger, and Luis M. Viceira