Narrow search
Showing 1 - 10 of 672,975
Cover Image
Credit risk and asymmetric information : a simplified approach
Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne - In: Journal of economic dynamics & control 39 (2014), pp. 98-112
Persistent link: https://www.econbiz.de/10010388826
Cover Image
Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca; Garlappi, Lorenzo; Goldstein, Robert S. - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
Cover Image
Default compensator, incomplete information, and the term structure of credit spreads
Giesecke, Kay - 2001
We provide a framework for the analysis of term structures of credit spreads on corporate bonds in the presence of informational asymmetries. While bond investors observe default incidents, we suppose that they have incomplete information on the firm's assets and/or the threshold asset level at...
Persistent link: https://www.econbiz.de/10009620780
Cover Image
Default compensator, incomplete information, and the term structure of credit spreads
Giesecke, Kay - 2002
Persistent link: https://www.econbiz.de/10001656712
Cover Image
Correlated defaults, incomplete information, and the term structure of credit spreads
Giesecke, Kay (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639703
Cover Image
Correlated defaults, incomplete information, and the term structure of credit spreads
Giesecke, Kay - 2001
Persistent link: https://www.econbiz.de/10001646775
Cover Image
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 182 (2014) 2, pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Cover Image
Financial regulation policy uncertainty and credit spreads in the US
Nodari, Gabriela - In: Journal of macroeconomics 41 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010514753
Cover Image
Credit spreads and state-dependent volatility : theory and empirical evidence
Perrakis, Stylianos; Zhong, Rui - In: Journal of banking & finance 55 (2015), pp. 215-231
Persistent link: https://www.econbiz.de/10011379076
Cover Image
Corporate yield spreads and real interest rates
Batten, Jonathan A.; Jacoby, Gady; Liao, Rose C. - In: International review of financial analysis 34 (2014), pp. 89-100
Persistent link: https://www.econbiz.de/10010528471