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Liu, Yunkang - 2023

A new concept of credit spread for defaultable bond pricing is introduced in this paper. When combined with the …

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Chen, Jiacheng; Farkas, Walter - 2024

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Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670

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Kalimipalli, Madhu; Nayak, Subhankar; Perez, M. Fabricio - In: Journal of banking & finance 37 (2013) 8, pp. 2969-2990

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Naifar, Nader; Mseddi, Slim - In: Afro-Asian Journal of Finance and Accounting : AAJFA 3 (2012/13) 3, pp. 241-257

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M, Jayadev; Jacob, Joshy - In: Journal of emerging market finance 9 (2010) 1, pp. 51-70

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Cortazar, Gonzalo; Schwartz, Eduardo S.; Tapia … - In: Emerging markets finance & trade : a journal of the … 48 (2012) 6, pp. 53-72

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Flannery, Mark J.; Nikolova, Stanislava Stas; Öztekin, … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 689-714

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Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio - In: Applied financial economics 24 (2014) 7/9, pp. 605-619

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Shim, Ilhyock; Zhu, Haibin - In: Journal of banking & finance 40 (2014), pp. 460-475

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