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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
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Bond illiquidity and excess volatility
Bao, Jack; Pan, Jun - In: The review of financial studies 26 (2013) 12, pp. 3068-3103
Persistent link: https://www.econbiz.de/10010237371
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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - In: The review of financial studies 22 (2009) 12, pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
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Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V.; Carpenter, Jennifer N. - In: The review of financial studies 15 (2002) 5, pp. 1355-1383
Persistent link: https://www.econbiz.de/10001718711
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Forecasting default with the Merton distance to default model
Bharath, Sreedhar T.; Shumway, Tyler - In: The review of financial studies 21 (2008) 3, pp. 1339-1369
Persistent link: https://www.econbiz.de/10003742248
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Does the tail wag the dog? : the effect of credit default swaps on credit risk
Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, … - In: The review of financial studies 27 (2014) 10, pp. 2926-2960
Persistent link: https://www.econbiz.de/10010530173
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A theory of liquidity spillover between bond and CDS markets
Sambalaibat, Batchimeg - In: The review of financial studies 35 (2022) 5, pp. 2525-2569
Persistent link: https://www.econbiz.de/10013188969
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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
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Tipping
Irvine, Paul; Lipson, Marc; Puckett, Andy - In: The review of financial studies 20 (2007) 3, pp. 741-768
Persistent link: https://www.econbiz.de/10003554625
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Financial visibility and the decision to go private
Mehran, Hamid; Peristiani, Stavros C. - In: The review of financial studies 23 (2010) 2, pp. 519-547
Persistent link: https://www.econbiz.de/10003941664