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The default and liquidity premia of corporate bonds : evidence from the trade reporting and compliance engine
Ahn, Yongkil - In: Applied economics letters 28 (2021) 15, pp. 1271-1276
Persistent link: https://www.econbiz.de/10012609650
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Spread term structure and default correlation
Gagliardini, Patrick; Gouriéroux, Christian - In: Annals of economics and statistics 123/124 (2016), pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
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Are corporate bond defaults contagious across sectors?
Ellis, Colin - In: International Journal of Financial Studies : open … 8 (2020) 1/1, pp. 1-17
Corporate bond defaults in different sectors often increase suddenly at roughly similar times, although some sectors see default rates jump earlier than others. This could reflect contagion among sectors-specifically, defaults in one sector leading to credit stresses in other sectors of the...
Persistent link: https://www.econbiz.de/10012168967
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Can structural models price default risk? : evidence from bond and credit derivative markets
Ericsson, Jan; Reneby, Joel; Wang, Hao - In: The quarterly journal of finance 5 (2015) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011381483
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Separating the components of default risk : a derivative-based approach
Le, Anh - In: The quarterly journal of finance 5 (2015) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10010528333
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Who bears risk in China's non-financial enterprise debt?
Anderson, Ronald W. - 2020
Persistent link: https://www.econbiz.de/10012487356
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Who bears risk in China's non-financial enterprise debt?
Anderson, Ronald W. - 2020
Persistent link: https://www.econbiz.de/10012255988
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The value of creditor control in corporate bonds
Feldhütter, Peter; Hotchkiss, Edith; Karakaş, Oğuzhan - In: Journal of financial economics 121 (2016) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011590555
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Modeling recovery rates of corporate defaulted bonds in developed and developing countries
Mili, Medhi; Sahut, Jean-Michel; Teulon, Frédéric - In: Emerging markets review 36 (2018), pp. 28-44
Persistent link: https://www.econbiz.de/10012114833
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Corporate leadership and creditor recovery rates : evidence from executive gender
Hauptmann, Clarissa; Sikochi, Anywhere - 2020 - This version: February 16, 2020
Persistent link: https://www.econbiz.de/10012177819