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Corporate yield spreads and bond liquidity

Chen, Long; Lesmond, David A.; Wei, Jason - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 119-149

Persistent link: https://www.econbiz.de/10003425755

Benchmarking model of default probabilities of listed companies

Hui, Cho-Hoi; Wong, Tak-Chen; Lo, Chi-Fai; Huang, Ming-Xi - In: The journal of fixed income 15 (2005) 2, pp. 76-86

Persistent link: https://www.econbiz.de/10003229861

Dynamical analysis of corporate bonds based on the yield spread term-quality surface

Shouda, Tomoaki - In: Asia-Pacific financial markets 12 (2005) 4, pp. 307-332

Persistent link: https://www.econbiz.de/10003496703

The levered equity risk premium and credit spreads : a unified framework

Bhamra, Harjoat Singh; Kuehn, Lars-Alexander; … - In: The review of financial studies 23 (2010) 2, pp. 645-703

Persistent link: https://www.econbiz.de/10003941680

Reduced-form models with regime switching : an empirical analysis for corporate bonds

Wong, Hoi Ying; Wong, Tsz Lim - In: Asia-Pacific financial markets 14 (2007) 3, pp. 229-253

Persistent link: https://www.econbiz.de/10003705888

Modelling the liquidity premium on corporate bonds

Loon, Paul R. F. van; Cairns, Andrew; McNeil, Alexander J. - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 2, pp. 264-289

Persistent link: https://www.econbiz.de/10011541988

Performance and determinants of the Merton structural model : evidence from hedging coefficients

Barsotti, Flavia; Del Viva, Luca - In: Journal of banking & finance 58 (2015), pp. 95-111

Persistent link: https://www.econbiz.de/10011543912

Direct and indirect risk-taking incentives of inside debt

Colonnello, Stefano; Curatola, Giuliano; Hoang, Ngoc Giang - 2016

We develop a model of managerial compensation structure and asset risk choice. The model provides predictions about the relation between credit spreads and different compensation components. First, we show that credit spreads are decreasing in inside debt only if it is unsecured. Second, the...

Persistent link: https://www.econbiz.de/10011490397

Write-down bonds and capital and debt structures

Attaoui, Sami; Poncet, Patrice - In: The journal of corporate finance : contracting, … 35 (2015), pp. 97-119

Persistent link: https://www.econbiz.de/10011420970

Credit spreads and regime shifts

Pavlova, Ivelina; Hibbert, Ann Marie; Barber, Joel R.; … - In: The journal of fixed income 25 (2015) 1, pp. 58-74

Persistent link: https://www.econbiz.de/10011399832

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