Similar Search Results - EconBiz

Dynamics of credit spread moments of European corporate bond indexes

Alizadeh-Masoodian, Amir H.; Alexandros, Gabrielsen - In: Journal of banking & finance 37 (2013) 8, pp. 3125-3144

Persistent link: https://www.econbiz.de/10009777103

Determinants of credit spreads : the role of ambiguity and information uncertainty

Guo, Liang - In: The North American journal of economics and finance : a … 24 (2013), pp. 279-297

Persistent link: https://www.econbiz.de/10009739631

Default compensator, incomplete information, and the term structure of credit spreads

Giesecke, Kay - 2001

We provide a framework for the analysis of term structures of credit spreads on corporate bonds in the presence of informational asymmetries. While bond investors observe default incidents, we suppose that they have incomplete information on the firm's assets and/or the threshold asset level at...

Persistent link: https://www.econbiz.de/10009620780

Endogenous liquidity and defaultable bonds

He, Zhiguo; Milbradt, Konstantin - 2012

Persistent link: https://www.econbiz.de/10009632746

Growth options, macroeconomic conditions, and the cross section of credit risk

Arnold, Marc; Wagner, Alexander F.; Westermann, Ramona - In: Journal of financial economics 107 (2013) 2, pp. 350-385

Persistent link: https://www.econbiz.de/10009719728

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

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

Unsolicited versus solicited : credit ratings and bond yields

Han, Seung Hun; Moore, William Theodore; Shin, Yoon S.; … - In: Journal of financial services research : JFSR 43 (2013) 3, pp. 293-319

Persistent link: https://www.econbiz.de/10009758096

An empirical analysis of dynamic dependences in the European corporate credit markets : bonds versus credit derivatives

Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio - In: Applied financial economics 24 (2014) 7/9, pp. 605-619

Persistent link: https://www.econbiz.de/10010402682

Realized volatility, liquidity, and corporate yield spreads

Rossi, Marco - In: The quarterly journal of finance 4 (2014) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10010423791

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