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The Determinants of Credit Def...
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Jacobs, Kris
24
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14
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9
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4
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4
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Journal of financial economics
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3
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The Determinants of Credit Default Swap Premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo, Rodolfo
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10008255610
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2
Asset substitution, debt pricing, optimal leverage and maturity
Ericsson, Jan
- In:
Finance : revue de l'Association Française de Finance
21
(
2000
)
2
,
pp. 39-70
Persistent link: https://www.econbiz.de/10009918857
Saved in:
3
Estimating Structural Bond Pricing Models
Ericsson, Jan
;
Reneby, Joel
- In:
The journal of business : B
78
(
2005
)
2
,
pp. 707
Persistent link: https://www.econbiz.de/10006016109
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4
Stock options as barrier contingent claims
Ericsson, Jan
;
Reneby, Joel
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10008215327
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5
A framework for valuing corporate securities
Ericsson, Jan
;
Reneby, Joel
- In:
Applied mathematical finance
5
(
1998
)
3-4
,
pp. 143-164
Persistent link: https://www.econbiz.de/10008218755
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6
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/10007293147
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7
The cost and timing of financial distress
Elkamhi, Redouane
;
Ericsson, Jan
;
Parsons, Christopher A.
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10009979023
Saved in:
8
What risks do corporate bond put features insure against?
Elkamhi, Redouane
;
Ericsson, Jan
;
Wang, Hao
- In:
The journal of futures markets
32
(
2012
)
11
,
pp. 1060-1091
Persistent link: https://www.econbiz.de/10010002387
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9
AN EMPIRICAL STUDY OF STRUCTURAL CREDIT RISK MODELS USING STOCK AND BOND PRICES
Ericsson, Jan
;
Reneby, Joel
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 38-49
Persistent link: https://www.econbiz.de/10007154582
Saved in:
10
Option valuation with conditional skewness
Christoffersen, Peter
;
Heston, Steve
;
Jacobs, Kris
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 253-284
Persistent link: https://www.econbiz.de/10006747792
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