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91
Liquidity and credit risk
Ericsson, Jan
;
Renault, Olivier
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2219-2250
Persistent link: https://www.econbiz.de/10003378704
Saved in:
92
Liquidity and credit risk
Ericsson, Jan
;
Renault, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533307
Saved in:
93
Liquidity and credit risk
Ericsson, Jan
;
Renault, Olivier
-
2001
Persistent link: https://www.econbiz.de/10001682984
Saved in:
94
Credit spread decomposition : decomposing
Bond
-Level credit OAS into default and liquidity components
Dastidar, Siddhartha G.
;
Phelps, Bruce D.
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
3
,
pp. 70-84
Persistent link: https://www.econbiz.de/10009129548
Saved in:
95
Default cycles
Cui, Wei
;
Kaas, Leo
-
2017
Persistent link: https://www.econbiz.de/10012171938
Saved in:
96
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Figlewski, Stephen
;
Frydman, Halina
;
Liang, Weijian
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 87-105
Persistent link: https://www.econbiz.de/10009428084
Saved in:
97
Split ratings and debt-signaling in
bond
markets : a note
Ismail, Ashraf
;
Oh, Seunghack
;
Arsyad, Nuruzzaman
- In:
Review of financial economics : RFE
24
(
2015
),
pp. 36-41
Persistent link: https://www.econbiz.de/10011317830
Saved in:
98
Credit spreads in illiquid markets : model and implementation
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
;
Tapia …
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
6
,
pp. 53-72
Persistent link: https://www.econbiz.de/10009721136
Saved in:
99
Evaluating corporate bonds with complicated liability structures and
bond
provisions
Wang, Chuan-ju
;
Dai, Tian-shyr
;
Lyuu, Yuh-dauh
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 749-757
Persistent link: https://www.econbiz.de/10010379934
Saved in:
100
Leverage expectations and
bond
credit spreads
Flannery, Mark J.
;
Nikolova, Stanislava Stas
;
Öztekin, …
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 689-714
Persistent link: https://www.econbiz.de/10009672483
Saved in:
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