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The impact of the Federal Reserve's large-scale asset purchase programs on corporate credit risk
Gilchrist, Simon; Zakrajšek, Egon - 2013
Persistent link: https://www.econbiz.de/10010431724
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Understanding credit derivatives and their potential to synthesize riskless assets
Bomfim, Antúlio N. - 2001
Persistent link: https://www.econbiz.de/10001637887
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Credit default swap spreads and variance risk premia
Wang, Hao; Zhou, Hao; Zhou, Yi - 2011
Persistent link: https://www.econbiz.de/10009405798
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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003911902
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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - 2005
Persistent link: https://www.econbiz.de/10003234544
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Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank X. - 2001
Persistent link: https://www.econbiz.de/10001573166
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An empirical analysis of bond recovery rates : exploring a stuctural view of default
Covitz, Daniel M.; Han, Song - 2005
Persistent link: https://www.econbiz.de/10002634054
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Credit default swaps
Bomfim, Antúlio N. - 2022 - This draft: March 4, 2022
Persistent link: https://www.econbiz.de/10013332772
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Default clustering risk premium and its cross-market asset pricing implications
Byun, Kiwoong; Kim, Baeho; Oh, Dong Hwan - 2023
Persistent link: https://www.econbiz.de/10014377671
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Credit default swaps in general equilibrium : spillovers, credit spreads, and endogenous default
Darst, R. Matthew; Refayet, Ehraz - 2016
Persistent link: https://www.econbiz.de/10011500390