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Credit market conditions and the impact of the public debt market on corporate leverage

Judge, Amrit; Korzhenitskaya, Anna - In: International review of financial analysis 25 (2012), pp. 28-63

Persistent link: https://www.econbiz.de/10009688141

Do credit ratings determine capital structure?

Judge, Amrit; Korzhenitskaya, Anna - In: International journal of the economics of business 29 (2022) 1, pp. 89-118

Persistent link: https://www.econbiz.de/10012873497

Post global financial crisis modelling : credit risk for firms that are too big to fail

Clark, Ephraim; Mitra, Sovan; Jokung Nguena, Octave - In: International Journal of Financial Markets and … 7 (2019) 1, pp. 15-39

Persistent link: https://www.econbiz.de/10012253519

Macroeconomic effects on emerging-markets sovereign credit spreads

Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of financial stability 20 (2015), pp. 1-13

Persistent link: https://www.econbiz.de/10011574263

Modelling credit spreads with time volatility, skewness, and kurtosis

Clark, Ephraim; Baccar, Selima - In: Risk management decisions and wealth management in …, (pp. 431-461). 2018

Persistent link: https://www.econbiz.de/10011871661

Price Discovery and Liquidity in the Credit Default Swap Market

Clark, Ephraim; Lin, Ming-Tsung; Mitra, Sovan - 2023

The inefficient pricing of the CDS (credit default swap) market has been considered as one of the main causes of the Global Financial Crisis. As price discovery is theoretically related to liquidity, this has been considered a source of mispricing in this over-the-counter market. However the CDS...

Persistent link: https://www.econbiz.de/10014256507