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Accounting transparency and the term structure of credit spreads

Yu, Fan - In: Journal of financial economics 75 (2005) 1, pp. 53-84

Persistent link: https://www.econbiz.de/10002515944

Modeling municipal yields with (and without) bond insurance

Chun, Albert Lee; Namvar, Ethan; Ye, Xiaoxia; Yu, Fan - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3694-3713

Persistent link: https://www.econbiz.de/10012062753

A re-examination of rating shopping and catering using post-crisis data on CDOs

Owlett, Robert H.; Yu, Fan - In: Economics letters 147 (2016), pp. 164-167

Persistent link: https://www.econbiz.de/10011619581

Credit derivatives and analyst behavior

Batta, George Eli; Qiu, Jiaping; Yu, Fan - In: The accounting review : a publication of the American … 91 (2016) 5, pp. 1315-1343

Persistent link: https://www.econbiz.de/10011562607

Are credit ratings relevant in China’s corporate bond market?

Dhawan, Raghav; Yu, Fan - In: The Chinese economy 48 (2015) 3, pp. 235-250

Persistent link: https://www.econbiz.de/10011404553

Default risk and diversification : theory and empirical implications

Jarrow, Robert A.; Lando, David; Yu, Fan - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10002582739

Endogenous liquidity in credit derivatives

Qui, Jiaping; Yu, Fan - In: Journal of financial economics 103 (2012) 3, pp. 611-631

Persistent link: https://www.econbiz.de/10009521126

Credit risk spillovers and cash holdings

Lei, Jin; Qiu, Jiaping; Wan, Chi; Yu, Fan - In: The journal of corporate finance : contracting, … 68 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012585780

Endogenous Liquidity in Credit Derivatives

Qiu, Jiaping - 2011

We study the determination of liquidity provision as measured by the number of distinct dealers providing quotes in the single-name credit default swap (CDS) market. Cross-sectionally, liquidity is concentrated among large obligors and those near the investment-grade/speculative-grade cutoff....

Persistent link: https://www.econbiz.de/10013128514

Credit derivatives and corporate default prediction

Ye, Xiaoxia; Yu, Fan; Zhao, Ran - In: Journal of banking & finance 138 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013461780