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A no-arbitrage analysis of economic determinants of the credit spread term structure
Wu, Liuren
(
contributor
);
Zhang, Frank Xiaoling
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003297357
Saved in:
2
A no-arbitrage analysis of economic determinants of the credit spread term structure
Wu, Liuren
;
Zhang, Frank Xiaoling
-
2005
Persistent link: https://www.econbiz.de/10003234495
Saved in:
3
A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure
Wu, Liuren
;
Zhang, Frank Xiaoling
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1160-1175
Persistent link: https://www.econbiz.de/10003737491
Saved in:
4
An empirical analysis of alternative recovery risk models and implied recovery rates
Zhang, Frank Xiaoling
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 101-124
Persistent link: https://www.econbiz.de/10008695497
Saved in:
5
Market expectations and default risk premium in credit default swap prices : a study of Argentine default
Zhang, Frank Xiaoling
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10003757570
Saved in:
6
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
Saved in:
7
What did the credit market expect of Argentina default? : Evidence from default swap data
Zhang, Frank X.
-
2003
Persistent link: https://www.econbiz.de/10001782002
Saved in:
8
Trading activity and price volatility in the municipal bond market
Downing, Chris
;
Zhang, Frank X.
-
2002
Persistent link: https://www.econbiz.de/10001706714
Saved in:
9
Trading activity and price volatility in the municipal bond market
Downing, Chris
;
Zhang, Frank X.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 899-931
Persistent link: https://www.econbiz.de/10002017412
Saved in:
10
Liquidity, default, taxes and yields on municipal bonds
Wang, Junbo
;
Wu, Chunchi
;
Zhang, Frank X.
-
2005
Persistent link: https://www.econbiz.de/10003137236
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