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Modeling municipal yields with (and without) bond insurance
Chun, Albert Lee; Namvar, Ethan; Ye, Xiaoxia; Yu, Fan - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3694-3713
Persistent link: https://www.econbiz.de/10012062753
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Did government regulations lead to inflated credit ratings?
Behr, Patrick; Kisgen, Darren J.; Taillard, Jérôme P. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1034-1054
Persistent link: https://www.econbiz.de/10011847126
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Do stock returns really decrease with default risk? : new international evidence
Aretz, Kevin; Florackis, Chris; Kostakis, Alexandros - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3821-3842
Persistent link: https://www.econbiz.de/10011900038
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Cross-sectional variation of option-implied volatility skew
Wu, Liuren; Tian, Meng - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
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Implied volatility changes and corporate bond returns
Cao, Jie; Goyal, Amit; Xiao, Xiao; Zhan, Xintong - In: Management science : journal of the Institute for … 69 (2023) 3, pp. 1375-1397
Persistent link: https://www.econbiz.de/10014303771
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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
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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
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Voluntary disclosure, moral hazard, and default risk
Fu, Shiming; Trigilia, Giulio - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3447-3469
Persistent link: https://www.econbiz.de/10014551847
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Simulation of coherent risk measures based on generalized scenarios
Lesnevski, Vadim; Nelson, Barry L.; Staum, Jeremy - In: Management science : journal of the Institute for … 53 (2007) 11, pp. 1756-1769
Persistent link: https://www.econbiz.de/10003593245
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Credit risk in a network economy
Cossin, Didier; Schellhorn, Henry - In: Management science : journal of the Institute for … 53 (2007) 10, pp. 1604-1617
Persistent link: https://www.econbiz.de/10003563095