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Discussion of "Financial statement comparability and credit risk"

Arora, Navneet - In: Review of accounting studies 18 (2013) 3, pp. 824-832

Persistent link: https://www.econbiz.de/10010200049

An equilibrium model of asset pricing and moral hazard

Ou-Yang, Hui - In: The review of financial studies 18 (2005) 4, pp. 1253-1303

Persistent link: https://www.econbiz.de/10003352818

Optimal contracts in a continuous-time delegated portfolio management problem

Ou-yang, Hui - In: The review of financial studies 16 (2003) 1, pp. 173-208

Persistent link: https://www.econbiz.de/10001764191

Reducted-form versus structural models of credit risk: a case study of three models

Arora, Navneet; Bohn, Jeffrey R.; Zhu, Fanlin - In: The credit market handbook : advanced modeling issues, (pp. 132-164). 2006

Persistent link: https://www.econbiz.de/10003338121

A practical approach towards mathematical modeling of deposition rate during twin-wire submerged arc welding

Sharma, Abhay; Arora, Navneet; Mishra, Bhanu K. - In: The international journal of advanced manufacturing … 36 (2008) 5/6, pp. 463-474

Persistent link: https://www.econbiz.de/10003688952

Counterparty credit risk and the credit default swap market

Arora, Navneet; Gandhi, Priyank; Longstaff, Francis A. - In: Journal of financial economics 103 (2012) 2, pp. 280-293

Persistent link: https://www.econbiz.de/10009501396

Asset reliability and security prices : evidence from credit markets

Arora, Navneet; Richardson, Scott; Tuna, İrem - In: Review of accounting studies 19 (2014) 1, pp. 363-395

Persistent link: https://www.econbiz.de/10010347377

Counterparty Credit Risk and the Credit Default Swap Market

Arora, Navneet - 2012

Counterparty credit risk has become one of the highest-profile risks facing participants in the financial markets. Despite this, relatively little is known about how counterparty credit risk is actually priced. We examine this issue using an extensive proprietary data set of contemporaneous CDS...

Persistent link: https://www.econbiz.de/10013114805

Reduced Form vs. Structural Models of Credit Risk : A Case Study of Three Models

Arora, Navneet - 2005

In this paper, we empirically compare two structural models (basic Merton and Vasicek-Kealhofer (VK)) and one reduced-form model (Hull-White (HW)) of credit risk. We propose here that two useful purposes for credit models are default discrimination and relative value analysis. We test the...

Persistent link: https://www.econbiz.de/10012784626

Discussion of “Financial statement comparability and credit risk”

Arora, Navneet - In: Review of accounting studies 18 (2013) 3, pp. 824-832

Persistent link: https://www.econbiz.de/10010166354