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There are 7536 results for: content related to: Do Credit Spreads Reflect Stationary Leverage Ratios?

  1. Investment-Based Corporate Bond Pricing

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2741–2776, LARS-ALEXANDER KUEHN and LUKAS SCHMID

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12204

  2. A Simple Structural Model with a Default Boundary Dependent on Stock Market Performance

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 356–383, Hwa-Sung Kim

    Article first published online : 29 JUN 2014, DOI: 10.1111/ajfs.12051

    Corrected by:

    Erratum: Erratum

    Vol. 43, Issue 4, 620, Article first published online: 25 AUG 2014

  3. Option-Adjusted Delta Credit Spreads: a Cross-Country Analysis

    European Financial Management

    Volume 18, Issue 2, March 2012, Pages: 183–217, Leonardo Becchetti, Andrea Carpentieri and Iftekhar Hasan

    Article first published online : 28 JAN 2010, DOI: 10.1111/j.1468-036X.2009.00527.x

  4. THE EFFECT OF MONETARY POLICY ON CREDIT SPREADS

    Journal of Financial Research

    Volume 35, Issue 4, Winter 2012, Pages: 581–613, Tolga Cenesizoglu and Badye Essid

    Article first published online : 13 DEC 2012, DOI: 10.1111/j.1475-6803.2012.01329.x

  5. Are credit spreads too low or too high? A hybrid barrier option approach for financial distress

    Journal of Futures Markets

    Volume 29, Issue 12, December 2009, Pages: 1161–1189, William Lin and David Sun

    Article first published online : 27 JUL 2009, DOI: 10.1002/fut.20418

  6. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Article first published online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  7. Monitoring and Controlling Bank Risk: Does Risky Debt Help?

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 343–378, C. N. V. KRISHNAN, P. H. RITCHKEN and J. B. THOMSON

    Article first published online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00732.x

  8. Counterparty Risk and the Pricing of Defaultable Securities

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1765–1799, Robert A. Jarrow and Fan Yu

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00389

  9. Credit Spread Changes and Equity Volatility: Evidence from Daily Data

    Financial Review

    Volume 46, Issue 3, August 2011, Pages: 357–383, Ann Marie Hibbert, Ivelina Pavlova, Joel Barber and Krishnan Dandapani

    Article first published online : 7 JUL 2011, DOI: 10.1111/j.1540-6288.2011.00304.x

  10. CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK

    Mathematical Finance

    Volume 19, Issue 3, July 2009, Pages: 343–378, Nan Chen and S. G. Kou

    Article first published online : 26 JUN 2009, DOI: 10.1111/j.1467-9965.2009.00375.x

  11. Rollover Risk and Credit Risk

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 391–430, ZHIGUO HE and WEI XIONG

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01721.x

  12. The Determinants of Credit Spread Changes

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2177–2207, Pierre Collin-Dufresne, Robert S. Goldstein and J. Spencer Martin

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00402

  13. Credit Spread Changes and Monetary Policy Surprises: The Evidence from the Fed Funds Futures Market

    Journal of Futures Markets

    Volume 33, Issue 2, February 2013, Pages: 103–128, Xiaoneng Zhu

    Article first published online : 10 FEB 2012, DOI: 10.1002/fut.21544

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    Credit Spreads with Jump Risks and Stationary Leverage Ratio

    Asia-Pacific Journal of Financial Studies

    Volume 39, Issue 1, February 2010, Pages: 53–69, Hwa-Sung Kim

    Article first published online : 10 FEB 2010, DOI: 10.1111/j.2041-6156.2009.00003.x

  15. Vulnerable options, risky corporate bond, and credit spread

    Journal of Futures Markets

    Volume 21, Issue 4, April 2001, Pages: 301–327, Melanie Cao and Jason Wei

    Article first published online : 12 FEB 2001, DOI: 10.1002/1096-9934(200104)21:4<301::AID-FUT1>3.0.CO;2-K

  16. Bankruptcy and the Collateral Channel

    The Journal of Finance

    Volume 66, Issue 2, April 2011, Pages: 337–378, EFRAIM BENMELECH and NITTAI K. BERGMAN

    Article first published online : 21 MAR 2011, DOI: 10.1111/j.1540-6261.2010.01636.x

  17. You have free access to this content
    Inflation Risk in Corporate Bonds

    The Journal of Finance

    Accepted manuscript online: 6 AUG 2014, JOHNNY KANG and CAROLIN E. PFLUEGER

    DOI: 10.1111/jofi.12195

  18. On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations

    The Journal of Finance

    Volume 67, Issue 6, December 2012, Pages: 1983–2014, PIERRE COLLIN-DUFRESNE, ROBERT S. GOLDSTEIN and FAN YANG

    Article first published online : 19 NOV 2012, DOI: 10.1111/j.1540-6261.2012.01779.x

  19. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2171–2212, HUI CHEN

    Article first published online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01613.x

  20. Default and liquidity regimes in the bond market during the 2002–2012 period

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 46, Issue 4, November/novembre 2013, Pages: 1160–1195, Georges Dionne and Olfa Maalaoui Chun

    Article first published online : 14 NOV 2013, DOI: 10.1111/caje.12057