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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Credit risk"
~subject:"Risiko"
~subject:"USA"
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Credit risk
Risiko
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Risikoprämie
120
Risk premium
120
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43
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Zhou, Hao
10
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Finance and economics discussion series
Management science : journal of the Institute for Operations Research and the Management Sciences
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118
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87
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74
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ECONIS (ZBW)
63
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1
Default clustering
risk
premium
and its cross-market asset pricing implications
Byun, Kiwoong
;
Kim, Baeho
;
Oh, Dong Hwan
-
2023
Persistent link: https://www.econbiz.de/10014377671
Saved in:
2
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
3
Pricing climate change exposure
Sautner, Zacharias
;
Lent, Laurence van
;
Vilkov, Grigory
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
12
,
pp. 7540-7561
Persistent link: https://www.econbiz.de/10014444151
Saved in:
4
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
5
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
Saved in:
6
Lending standards and borrowing premia in unsecured credit markets
Dempsey, Kyle P.
;
Ionescu, Felicia
-
2021
Persistent link: https://www.econbiz.de/10012609347
Saved in:
7
The information content of stress test announcements
Guerrieri, Luca
;
Modugno, Michele
-
2021
Persistent link: https://www.econbiz.de/10012438012
Saved in:
8
Financial uncertainty with ambiguity and learning
Liu, Hening
;
Zhang, Yuzhao
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2120-2140
Persistent link: https://www.econbiz.de/10013262914
Saved in:
9
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
10
Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca
;
Garlappi, Lorenzo
;
Goldstein, Robert S.
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
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