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Research on corporate bond risk premium and default based on voluntary dual ratings selection
Yu, Qianlong; Xiao, Xiaoyi; Lin, Yimin - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 6, pp. 1690-1706
Persistent link: https://www.econbiz.de/10014289783
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Is credit default swap spread a leading indicator of bank default risk? : evidence of Indian banks during the COVID-19 pandemic
Srivastava, Vikas - In: International journal of Indian culture and business … 28 (2023) 3, pp. 384-400
Persistent link: https://www.econbiz.de/10014318289
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Credit default swaps in general equilibrium : spillovers, credit spreads, and endogenous default
Darst, R. Matthew; Refayet, Ehraz - 2016
Persistent link: https://www.econbiz.de/10011500390
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An empirical investigation of CDS spreads using a regime-switching default risk model
Milidonis, Andreas - In: North American actuarial journal 20 (2016) 3, pp. 252-275
Persistent link: https://www.econbiz.de/10011721377
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Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns
Anginer, Deniz; Yıldızhan, Çelim - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 633-660
Persistent link: https://www.econbiz.de/10011991281
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Are the Fama-French factors really compensation for distress risk?
Groot, Wilma de; Huij, Joop - In: Journal of international money and finance 86 (2018), pp. 50-69
Persistent link: https://www.econbiz.de/10012000470
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Asset volatility
Correia, Maria; Kang, Johnny; Richardson, Scott - In: Review of accounting studies 23 (2018) 1, pp. 37-94
Persistent link: https://www.econbiz.de/10011848277
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Financial development, default rates and credit spreads
Peri, Alessandro; Rachedi, Omar - In: The economic journal : the journal of the Royal … 130 (2020) 626, pp. 534-553
Persistent link: https://www.econbiz.de/10012195827
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Risk-shifting, equity risk, and the distress puzzle
Li, Keming; Lockwood, Jimmy; Miao, Hong - In: The journal of corporate finance : contracting, … 44 (2017), pp. 275-288
Persistent link: https://www.econbiz.de/10011752997
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Structural recovery of face value at default
Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea - In: European journal of operational research : EJOR 283 (2020) 3, pp. 1148-1171
Persistent link: https://www.econbiz.de/10012171774