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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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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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Counterparty risk and the pricing of defaultable securities
Jarrow, Robert A.; Yu, Fan - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1765-1799
Persistent link: https://www.econbiz.de/10001615429
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How long do junk bonds spend in default?
Helwege, Jean - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 341-357
Persistent link: https://www.econbiz.de/10001355219
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Do market prices improve the accuracy of court valuations in Chapter 11?
Demiroglu, Cem; Franks, Julian R.; Lewis, Ryan - In: The journal of finance : the journal of the American … 77 (2022) 2, pp. 1179-1218
Persistent link: https://www.econbiz.de/10013190488