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There are 3065 results for: content related to: Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

  1. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Article first published online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x

  2. A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks

    The Journal of Finance

    Volume 65, Issue 5, October 2010, Pages: 1949–1986, STEVEN R. GRENADIER and ANDREY MALENKO

    Article first published online : 21 SEP 2010, DOI: 10.1111/j.1540-6261.2010.01599.x

  3. 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

  4. Disagreement and Learning: Dynamic Patterns of Trade

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1269–1302, SNEHAL BANERJEE and ILAN KREMER

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01570.x

  5. Ambiguous Information, Portfolio Inertia, and Excess Volatility

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2213–2247, PHILIPP KARL ILLEDITSCH

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01693.x

  6. Liquidity Premia and Transaction Costs

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2329–2366, BONG-GYU JANG, HYENG KEUN KOO, HONG LIU and MARK LOEWENSTEIN

    Article first published online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01277.x

  7. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 579–629, BERNARD DUMAS, ALEXANDER KURSHEV and RAMAN UPPAL

    Article first published online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01444.x

  8. Efficient Recapitalization

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 1–42, THOMAS PHILIPPON and PHILIPP SCHNABL

    Article first published online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01793.x

  9. Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 229–272, MASAHIRO WATANABE

    Article first published online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01315.x

  10. Attracting Attention: Cheap Managerial Talk and Costly Market Monitoring

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1399–1436, ANDRES ALMAZAN, SANJAY BANERJI and ADOLFO DE MOTTA

    Article first published online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01361.x

  11. Information Quality and Long-Run Risk: Asset Pricing Implications

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1333–1367, HENGJIE AI

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01572.x

  12. Dynamic Agency and the q Theory of Investment

    The Journal of Finance

    Volume 67, Issue 6, December 2012, Pages: 2295–2340, PETER M. DEMARZO, MICHAEL J. FISHMAN, ZHIGUO HE and NENG WANG

    Article first published online : 19 NOV 2012, DOI: 10.1111/j.1540-6261.2012.01787.x

  13. Tails, Fears, and Risk Premia

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2165–2211, TIM BOLLERSLEV and VIKTOR TODOROV

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01695.x

  14. Uncertainty about Government Policy and Stock Prices

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1219–1264, L̆UBOS̆ PÁSTOR and PIETRO VERONESI

    Article first published online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01746.x

  15. Dynamic CEO Compensation

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1603–1647, ALEX EDMANS, XAVIER GABAIX, TOMASZ SADZIK and YULIY SANNIKOV

    Article first published online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01768.x

  16. Collective Risk Management in a Flight to Quality Episode

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2195–2230, RICARDO J. CABALLERO and ARVIND KRISHNAMURTHY

    Article first published online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01394.x

  17. Security Design with Investor Private Information

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2587–2632, ULF AXELSON

    Article first published online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01287.x

  18. Model Uncertainty and Option Markets with Heterogeneous Beliefs

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2841–2897, ANDREA BURASCHI and ALEXEI JILTSOV

    Article first published online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01006.x

  19. A Lintner Model of Payout and Managerial Rents

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1761–1810, BART M. LAMBRECHT and STEWART C. MYERS

    Article first published online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01772.x

  20. Rational Inattention and Portfolio Selection

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1999–2040, LIXIN HUANG and HONG LIU

    Article first published online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01263.x