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Unobservable systematic risk, economic activity and stock market

De Santis, Roberto A. - In: Journal of banking & finance 97 (2018), pp. 51-69

Persistent link: https://www.econbiz.de/10011967305

Does borrowing from banks cost more than borrowing from the market?

Schwert, Michael - 2018

This paper investigates the pricing of bank loans relative to capital market debt. The analysis uses a novel sample of loans matched with bond spreads from the same firm on the same date. After accounting for seniority, lenders earn a large premium relative to the bond-implied credit spread. In...

Persistent link: https://www.econbiz.de/10011968916

Warrant price responses to credit spread changes : fact or fiction?

Schertler, Andrea; Stoerch, Saskia - In: Review of financial economics : RFE 36 (2018) 3, pp. 206-219

Persistent link: https://www.econbiz.de/10011948588

S&P 500 Index revisions and credit spreads

Baran, Lindsay; Li, Ying; Liu, Chang; Liu, Zilong; Pu, … - In: Review of financial economics : RFE 36 (2018) 4, pp. 348-363

Persistent link: https://www.econbiz.de/10011948628

Credit risk in the euro area

Gilchrist, Simon; Mojon, Benoît - In: The economic journal : the journal of the Royal … 128 (2018) 608, pp. 118-158

Persistent link: https://www.econbiz.de/10011951239

Banks and bonds : the impact of bank loan announcements on bond and equity prices

Ongena, Steven; Roşcovan, Viorel; Song, Wei-ling; … - In: Journal of financial management, markets and institutions 2 (2014) 2, pp. 131-155

Persistent link: https://www.econbiz.de/10011951363

What determines the Japanese corporate credit spread? : a new evidence

Azad, A. S. M. Sohel; Chazi, Abdelaziz; Cooper, Peter; … - In: Research in international business and finance 41 (2017), pp. 354-361

Persistent link: https://www.econbiz.de/10011914512

Spurious cross-sectional dependence in credit spread changes

Jaskowski, Marcin; McAleer, Michael - 2018 - Revised: August 2018

Persistent link: https://www.econbiz.de/10011898052

Uncovering the impact of regulatory uncertainty on credit spreads : a study of the U.S. covered bond experience

Bhanot, Karan; Larsson, Carl F. - In: Journal of financial markets 39 (2018), pp. 84-110

Persistent link: https://www.econbiz.de/10012001884

The myth of the credit spread puzzle

Feldhütter, Peter; Schaefer, Stephen M. - In: The review of financial studies 31 (2018) 8, pp. 2897-2942

Persistent link: https://www.econbiz.de/10012001999

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