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The review of financial studies
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865
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837
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ECONIS (ZBW)
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1
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
- In:
The review of financial studies
23
(
2010
)
2
,
pp. 645-703
Persistent link: https://www.econbiz.de/10003941680
Saved in:
2
On bounding credit-event risk premia
Bai, Jennie
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
28
(
2015
)
9
,
pp. 2608-2642
Persistent link: https://www.econbiz.de/10011401287
Saved in:
3
Modeling term structures of defaultable bonds
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 687-720
Persistent link: https://www.econbiz.de/10001421853
Saved in:
4
The myth of the credit spread puzzle
Feldhütter, Peter
;
Schaefer, Stephen M.
- In:
The review of financial studies
31
(
2018
)
8
,
pp. 2897-2942
Persistent link: https://www.econbiz.de/10012001999
Saved in:
5
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 852-897
Persistent link: https://www.econbiz.de/10011925272
Saved in:
6
De facto seniority, credit risk, and corporate bond prices
Bao, Jack
;
Hou, Kewei
- In:
The review of financial studies
30
(
2017
)
11
,
pp. 4038-4080
Persistent link: https://www.econbiz.de/10011755840
Saved in:
7
Estimating the price of default risk
Duffee, Gregory R.
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 197-226
Persistent link: https://www.econbiz.de/10001353481
Saved in:
8
On the relation between the credit spread puzzle and the equity premium puzzle
Chen, Long
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3367-3409
Persistent link: https://www.econbiz.de/10003885699
Saved in:
9
Can equity volatility explain the global loan pricing puzzle?
Gaul, Lewis
;
Uysal, Pinar
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3225-3265
Persistent link: https://www.econbiz.de/10010237367
Saved in:
10
The unintended consequences of corporate bond ETFs : evidence from the Taper Tantrum
Dannhauser, Caitlin D.
;
Hoseinzade, Saeid
- In:
The review of financial studies
35
(
2022
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10012799348
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