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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Credit risk"
~subject:"Portfolio selection"
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Credit risk
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He, Zhiguo
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Management science : journal of the Institute for Operations Research and the Management Sciences
Working paper / National Bureau of Economic Research, Inc.
Journal of banking & finance
478
Finance research letters
196
Journal of financial stability
172
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ECONIS (ZBW)
177
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1
Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default
swap
market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neis, Eric
-
2004
Persistent link: https://www.econbiz.de/10002022642
Saved in:
2
Credit default swaps and debt overhang
Wong, Tak-Yuen
;
Yu, Jin
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2069-2097
Persistent link: https://www.econbiz.de/10013262912
Saved in:
3
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3603-3616
Persistent link: https://www.econbiz.de/10012289183
Saved in:
4
Testing the transparency implications of mandatory IFRS adoption : the spread/maturity relation of credit default swaps
Bhat, Gauri
;
Callen, Jeffrey L.
;
Segal, Dan
- In:
Management science : journal of the Institute for …
62
(
2016
)
12
,
pp. 3472-3493
Persistent link: https://www.econbiz.de/10011626364
Saved in:
5
Do empty creditors matter? : evidence from distressed exchange offers
Danis, András
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1285-1301
Persistent link: https://www.econbiz.de/10011684704
Saved in:
6
Dark knights : the rise in firm intervention by credit default
swap
investors
Danis, András
;
Gamba, Andrea
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 952-970
Persistent link: https://www.econbiz.de/10014513864
Saved in:
7
Default ambiguity : credit default swaps create new systemic risks in financial networks
Schuldenzucker, Steffen
;
Seuken, Sven
;
Battiston, Stefano
- In:
Management science : journal of the Institute for …
66
(
2020
)
5
,
pp. 1981-1998
Persistent link: https://www.econbiz.de/10012234741
Saved in:
8
Counterparty risk and counterparty choice in the credit default
swap
market
Du, Wenxin
;
Gadgil, Salil
;
Gordy, Michael B.
;
Vega, Clara
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3808-3826
Persistent link: https://www.econbiz.de/10014552008
Saved in:
9
Tail risk concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
10
Optimal retirement benefit guarantees
Panageas, Stauros
-
2010
Persistent link: https://www.econbiz.de/10003950872
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