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The slope of the credit yield curve for speculative-grade issuers
Helwege, Jean; Turner, Christopher M. - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1869-1884
Persistent link: https://www.econbiz.de/10001430956
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What drives the cross-section of credit spreads? : a variance decomposition approach
Nozawa, Yoshio - In: The journal of finance : the journal of the American … 72 (2017) 5, pp. 2045-2072
Persistent link: https://www.econbiz.de/10011764337
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Subprime mortgage defaults and credit default swaps
Arentsen, Eric; Mauer, David C.; Rosenlund, Brian; … - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 689-732
Persistent link: https://www.econbiz.de/10010517167
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Default and recoverty implicit in the term structure of sovereign CDS spreads
Pan, Jun; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 63 (2008) 5, pp. 2345-2384
Persistent link: https://www.econbiz.de/10003822487
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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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An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps
Blanco, Roberto; Brennan, Simon; Marsh, Ian - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2255-2282
Persistent link: https://www.econbiz.de/10003159335
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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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A pyrrhic victory? : bank bailouts and sovereign credit risk
Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2689-2739
Persistent link: https://www.econbiz.de/10010502195
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Exodus from sovereign risk : global asset and information networks in the pricing of corporate credit risk
Lee, Jongsub; Naranjo, Andy; Sirmans, Stace - In: The journal of finance : the journal of the American … 71 (2016) 4, pp. 1813-1856
Persistent link: https://www.econbiz.de/10011588969
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Are CDS auctions biased and inefficient?
Du, Songzi; Zhu, Haoxiang - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2589-2628
Persistent link: https://www.econbiz.de/10012160143