Similar Search Results - EconBiz

Ownership structure and the cost of debt : evidence from the Chinese corporate bond market

Chatterjee, Sris; Gu, Xian; Hasan, Iftekhar; Lu, Haitian - 2019

Persistent link: https://www.econbiz.de/10012105201

Default risk and cross section of returns

Cakici, Nusret; Chatterjee, Sris; Chen, Ren-Raw - In: Journal of risk and financial management : JRFM 12 (2019) 2/95, pp. 1-15

Prior research uses the basic one-period European call-option pricing model to compute default measures for individual firms and concludes that both the size and book-to-market effects are related to default risk. For example, small firms earn higher return than big firms only if they have...

Persistent link: https://www.econbiz.de/10012022028

Default Risk and Cross Section of Returns

Cakici, Nusret - 2019

Prior research uses the basic one-period European call-option pricing model to compute default measures for individual ﬁrms and concludes that both the size and book-to-market eﬀects are related to default risk. For example, small ﬁrms earn higher return than big ﬁrms only if they have...

Persistent link: https://www.econbiz.de/10012868989

A quantitative theory of unsecured consumer credit with risk of default

Chatterjee, Satyajit; Corbae, Dean; Nakajima, Makoto; … - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 6, pp. 1525-1589

Persistent link: https://www.econbiz.de/10003611768

A quantitative theory of unsecured consumer credit with risk of default

Chatterjee, Satyajit; Corbae, Dean; Nakajima, Makoto; … - 2007

Persistent link: https://www.econbiz.de/10003512163

A quantitative analysis of the US housing and mortgage markets and the foreclosure crisis

Chatterjee, Satyajit; Eyigungor, Burcu - 2011

Persistent link: https://www.econbiz.de/10010196683

A quantitative analysis of the U.S. housing and mortgage markets and the foreclosure crisis

Chatterjee, Satyajit; Eyigungor, Burcu - In: Review of economic dynamics 18 (2015) 2, pp. 165-184

Persistent link: https://www.econbiz.de/10011564104

A quantitative analysis of the US housing and mortgage markets and the foreclosure crisis

Chatterjee, Satyajit; Eyigungor, Burcu - 2015 - Rev.

Persistent link: https://www.econbiz.de/10010502774

A quantitative theory of unsecured consumer credit with risk of default

Chatterjee, Satyajit; Corbae, Dean; Nakajima, Makoto; … - 2002

Persistent link: https://www.econbiz.de/10001672440

A quantitative theory of the credit score

Chatterjee, Satyajit; Corbae, Dean; Dempsey, Kyle P.; … - 2020 - This draft: September 2020

Persistent link: https://www.econbiz.de/10012373084

A service of the