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Forecasting default with the Merton distance to default model
Bharath, Sreedhar T.; Shumway, Tyler - In: The review of financial studies 21 (2008) 3, pp. 1339-1369
Persistent link: https://www.econbiz.de/10003742248
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Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries
Acharya, Viral V.; Bharath, Sreedhar T.; Srinivasan, Anand - In: Journal of financial economics 85 (2007) 3, pp. 787-821
Persistent link: https://www.econbiz.de/10003538062
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Medicaid and household savings behavior : new evidence from tax refunds
Gallagher, Emily A.; Gopalan, Radhakrishnan; … - In: Journal of financial economics 136 (2020) 2, pp. 523-546
Persistent link: https://www.econbiz.de/10012545656
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Liquidity risk of corporate bond returns : conditional approach
Acharya, Viral V.; Amihud, Yakov; Bharath, Sreedhar T. - In: Journal of financial economics 110 (2013) 2, pp. 358-386
Persistent link: https://www.econbiz.de/10010208670
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Let the rich be flooded : the distribution of financial aid and distress after hurricane harvey
Billings, Stephen B.; Gallagher, Emily A.; Ricketts, Lowell - In: Journal of financial economics 146 (2022) 2, pp. 797-819
Persistent link: https://www.econbiz.de/10013482357