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Corporate Default Behavior : A Simple Stochastic Model

Lei, Ting - 2011

Persistent link: https://www.econbiz.de/10013128371

Credit default swaps and firm risk

Lin, Hai; Binh Hoang Nguyen; Wang, Junbo; Zhang, Cheng - In: The journal of futures markets 43 (2023) 11, pp. 1668-1692

Persistent link: https://www.econbiz.de/10014432924

Dissecting corporate bond and CDS spreads

Lin, Hai; Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 3, pp. 7-39

Persistent link: https://www.econbiz.de/10008858616

Global risk spillover and the predictability of sovereign CDS spread : international evidence

Srivastava, Sasha; Lin, Hai; Premachandra, I. M.; … - In: International review of economics & finance : IREF 41 (2016), pp. 371-390

Persistent link: https://www.econbiz.de/10011624755

Credit spreads, business conditions, and expected corporate bond returns

Lin, Hai; Tao, Xinyuan; Wang, Junbo; Wu, Chunchi - In: Journal of risk and financial management : JRFM 13 (2020) 2/20, pp. 1-34

Using an aggregate credit spread index, we find that it has substantial predictive power for corporate bond returns over short and long horizons. The return predictability is economically and statistically significant and robust to various controls. The credit spread index and its components...

Persistent link: https://www.econbiz.de/10012173990

Further evidence of momentum in corporate bond returns

Lin, Hai; Tao, Xinyuan Stacie; Wang, Junbo; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 8 (2020), pp. 65-97

Persistent link: https://www.econbiz.de/10012601390