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Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neiss, Eric - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
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Credit contagion from counterparty risk
Jorion, Philippe; Zhang, Gaiyan - In: The journal of finance : the journal of the American … 64 (2009) 5, pp. 2053-2087
Persistent link: https://www.econbiz.de/10003899586
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The duration of foreclosures in the subprime mortgage market : a competing risks model with mixing
Pennington-Cross, Anthony - In: The journal of real estate finance and economics 40 (2010) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10003957731
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Strategic actions and credit spreads : an empirical investigation
Davydenko, Sergei A.; Strebulaev, Ilya A. - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2633-2671
Persistent link: https://www.econbiz.de/10003593789
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Rollover risk and credit risk
He, Zhiguo; Xiong, Wei - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 391-430
Persistent link: https://www.econbiz.de/10009534007
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Rollover risk and market freezes
Acharya, Viral V.; Gale, Douglas; Yorulmazer, Tanju - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1177-1209
Persistent link: https://www.econbiz.de/10009267701
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Collateral risk in residential mortgage defaults
Yang, Tyler; Lin, Che-chun; Cho, Man - In: The journal of real estate finance and economics 42 (2011) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10009303206
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An analysis of mortgage termination risks : a shared frailty approach with MSA-level random effects
Kau, James B.; Keenan, Donald C.; Li, Xiaowei - In: The journal of real estate finance and economics 42 (2011) 1, pp. 51-67
Persistent link: https://www.econbiz.de/10009303222
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Strategic default and equity risk across countries
Favara, Giovanni; Schroth, Enrique; Valta, Philip - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 2051-2095
Persistent link: https://www.econbiz.de/10009716204
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The determinants of attitudes toward strategic default on mortgages
Guiso, Luigi; Sapienza, Paola; Zingales, Luigi - In: The journal of finance : the journal of the American … 68 (2013) 4, pp. 1473-1515
Persistent link: https://www.econbiz.de/10009790992