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Firms' rollover risk, capital structure and unequal exposure to aggregate shocks

Haque, Sharjil Muktafi; Varghese, Richard - In: The journal of corporate finance : contracting, … 80 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014365672

Leverage and default in binomial economies : a complete characterization

Fostel, Ana; Geanakoplos, John - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2191-2229

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Is the sky bluer than before? : examining firm stability in Europe

Shafiq, Sadia Binte; Tahmid, Tahani; Yousuf, Md.; Azad, … - In: International journal of markets and business systems 5 (2024) 1, pp. 26-42

Persistent link: https://www.econbiz.de/10015065993

On the valuation of corporate debt contracts and capital structure

Tychon, Pierre - 1997

Persistent link: https://www.econbiz.de/10013265467

Counterparty risk and the pricing of defaultable securities

Jarrow, Robert A.; Yu, Fan - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1765-1799

Persistent link: https://www.econbiz.de/10001615429

Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns

Anginer, Deniz; Yıldızhan, Çelim - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 633-660

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Are the Fama-French factors really compensation for distress risk?

Groot, Wilma de; Huij, Joop - In: Journal of international money and finance 86 (2018), pp. 50-69

Persistent link: https://www.econbiz.de/10012000470

Systematic risk and yield premiums in the bond market

Fu, Liang; Murphy, Austin; Benzschawei, Terry - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 1-40

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Risk and return in international corporate bond markets

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Bond Return, Spread Change, and the Momentum Effect in Corporate Bond and Stock Markets

Fang, Ming - 2018

This paper examines the momentum effect and its causes, the persistence in default risk change in particular, in both … can be attributed to compensation for bearing a varying default risk and term risk. This paper shows that the change in … controlling for risk characteristics such as duration and yield-to-maturity.This paper also documents the integration of the …

Persistent link: https://www.econbiz.de/10012918313