Similar Search Results

The term structure of credit spreads, firm fundamentals, and expected stock returns

Han, Bing; Subrahmanyam, Avanidhar; Zhou, Yi - In: Journal of financial economics 124 (2017) 1, pp. 147-171

Persistent link: https://www.econbiz.de/10011751418

Endogenous credit spreads and optimal debt financing structure in the presence of liquidity risk

Lütkebohmert, Eva; Oeltz, Daniel; Xiao, Yajun - In: European financial management : the journal of the … 23 (2017) 1, pp. 55-86

Persistent link: https://www.econbiz.de/10011713417

A theoretical model for the term structure of corporate credit based on competitive advantage

Rajaratnam, Bala; Rajaratnam, Kanshukan; Rajaratnam, Myuran - In: European financial management : the journal of the … 23 (2017) 2, pp. 183-210

Persistent link: https://www.econbiz.de/10011713438

Direct and indirect risk-taking incentives of inside debt

Colonnello, Stefano; Curatola, Giuliano; Hoang, Ngoc Giang - In: The journal of corporate finance : contracting, … 45 (2017), pp. 428-466

Persistent link: https://www.econbiz.de/10011760883

Credit spreads and investment opportunities

Shen, Tao - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 117-152

Persistent link: https://www.econbiz.de/10011796600

Option-based credit spreads

Culp, Christopher L.; Nozawa, Yoshio; Veronesi, Pietro - In: The American economic review 108 (2018) 2, pp. 454-488

Persistent link: https://www.econbiz.de/10011821049

Direct and indirect risk-taking incentives of inside debt

Colonnello, Stefano; Curatola, Giuliano; Hoang, Ngoc Giang - 2016 - This draft: July 16, 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/10011649476

Liquidity and credit premia in the yields of highly-rated sovereign bonds

Ejsing, Jacob Wellendorph; Grothe, Magdalena; Grothe, Oliver - In: Journal of empirical finance 33 (2015), pp. 160-173

Persistent link: https://www.econbiz.de/10011556864

Modelling credit spreads with time volatility, skewness, and kurtosis

Clark, Ephraim; Baccar, Selima - In: Risk management decisions and wealth management in …, (pp. 431-461). 2018

Persistent link: https://www.econbiz.de/10011871661

Economic links and credit spreads

Gençay, Ramazan; Signori, Daniele; Xue, Yi; Yu, Xiao; … - In: Journal of banking & finance 55 (2015), pp. 157-169

Persistent link: https://www.econbiz.de/10011378552