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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~source:"econis"
~subject:"Credit risk"
~subject:"Risikoprämie"
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Credit risk
Risikoprämie
Yield curve
38
Zinsstruktur
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18
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14
Bond
14
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asset pricing
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bond risk premia
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credit spreads
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term structure
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Buraschi, Andrea
2
Elkamhi, Redouane
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Renne, Jean-Paul
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Zhou, Guofu
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1
Barillas, Francisco
1
Bartov, Eli
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
86
Journal of financial economics
51
NBER working paper series
50
NBER Working Paper
41
Journal of international money and finance
37
International review of economics & finance : IREF
36
Working paper / National Bureau of Economic Research, Inc.
35
Finance research letters
33
Working paper series / European Central Bank
31
International review of financial analysis
30
Finance and economics discussion series
29
Discussion papers / CEPR
28
The journal of fixed income
28
Journal of empirical finance
27
The review of financial studies
25
International journal of theoretical and applied finance
24
Journal of international financial markets, institutions & money
23
Research paper series / Swiss Finance Institute
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Review of finance : journal of the European Finance Association
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Working papers / Bank for International Settlements
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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The North American journal of economics and finance : a journal of financial economics studies
18
The journal of finance : the journal of the American Finance Association
18
ECB Working Paper
17
Journal of money, credit and banking : JMCB
17
Staff reports / Federal Reserve Bank of New York
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Working papers series / Federal Reserve Bank of San Francisco
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Discussion paper
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Economics letters
16
Journal of economic dynamics & control
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Working paper
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Journal of international economics
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Economic modelling
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The quarterly journal of finance
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Applied economics
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Applied economics letters
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Temi di discussione / Banca d'Italia
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Working papers / Bank of England
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ECONIS (ZBW)
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1
Fiscal limits and the pricing of Eurobonds
Pallara, Kevin
;
Renne, Jean-Paul
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1216-1237
Persistent link: https://www.econbiz.de/10014513919
Saved in:
2
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
Saved in:
3
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
4
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
5
Vanishing contagion spreads
Duarte, Diogo
;
Prieto, Rodolfo
;
Rindisbacher, Marcel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 740-772
Persistent link: https://www.econbiz.de/10012821251
Saved in:
6
Speculation, sentiment, and interest rates
Buraschi, Andrea
;
Whelan, Paul
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
Saved in:
7
Disappointment aversion, term structure, and predictability puzzles in bond markets
Augustin, Patrick
;
Tédongap, Roméo
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6266-6293
Persistent link: https://www.econbiz.de/10012666104
Saved in:
8
Real and nominal equilibrium yield curves
Hsu, Alex
;
Li, Erica X. N.
;
Palomino, Francisco
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1138-1158
Persistent link: https://www.econbiz.de/10012505395
Saved in:
9
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
10
Unspanned global macro risks in bond returns
Zhao, Feng
;
Zhou, Guofu
;
Zhum, Xiaoneng
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767
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