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There are 17956 results for: content related to: Credit Spreads with Jump Risks and Stationary Leverage Ratio *

  1. Bank Loans, Trade Credits, and Borrower Characteristics: Theory and Empirical Analysis

    Asia-Pacific Journal of Financial Studies

    Volume 40, Issue 1, February 2011, Pages: 37–68, Byung-Uk Chong and Ha-Chin Yi

    Version of Record online : 15 FEB 2011, DOI: 10.1111/j.2041-6156.2010.01033.x

  2. The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 491–516, Yuen Jung Park and Tong Suk Kim

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01080.x

  3. 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

    Version of Record online : 13 DEC 2012, DOI: 10.1111/j.1475-6803.2012.01329.x

  4. The Role of Credit Spreads and Structural Breaks in Forecasting the Term Structure of Korean Government Bond Yields

    Asia-Pacific Journal of Financial Studies

    Volume 44, Issue 3, June 2015, Pages: 353–386, Chang Hoon Lee and Kyu Ho Kang

    Version of Record online : 15 JUN 2015, DOI: 10.1111/ajfs.12093

  5. Do Credit Spreads Reflect Stationary Leverage Ratios?

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1929–1957, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00395

  6. 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

    Version of Record online : 26 JUN 2009, DOI: 10.1111/j.1467-9965.2009.00375.x

  7. 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

    Version of Record online : 29 JUN 2014, DOI: 10.1111/ajfs.12051

    Corrected by:

    Erratum: Erratum

    Vol. 43, Issue 4, 620, Version of Record online: 25 AUG 2014

  8. Investment-Based Corporate Bond Pricing

    The Journal of Finance

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

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12204

  9. Heterogeneous Beliefs in Asset Pricing: When Investors’ Estimates of Asset Volatility Disagree

    Asia-Pacific Journal of Financial Studies

    Volume 39, Issue 6, December 2010, Pages: 720–735, Chien-Chih Lin and Feng-Teng Lin

    Version of Record online : 25 NOV 2010, DOI: 10.1111/j.2041-6156.2010.01030.x

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    Credit Risk in the Euro Area

    The Economic Journal

    Volume 128, Issue 608, February 2018, Pages: 118–158, Simon Gilchrist and Benoit Mojon

    Version of Record online : 26 APR 2017, DOI: 10.1111/ecoj.12427

  11. 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

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  12. Pyramidal Structures and Competitive Strategies of Business Groups

    Asia-Pacific Journal of Financial Studies

    Volume 40, Issue 6, December 2011, Pages: 763–798, Jung Bum Wee

    Version of Record online : 6 DEC 2011, DOI: 10.1111/j.2041-6156.2011.01057.x

  13. Inflation Risk in Corporate Bonds

    The Journal of Finance

    Volume 70, Issue 1, February 2015, Pages: 115–162, JOHNNY KANG and CAROLIN E. PFLUEGER

    Version of Record online : 19 JAN 2015, DOI: 10.1111/jofi.12195

  14. Local Currency Sovereign Risk

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1027–1070, WENXIN DU and JESSE SCHREGER

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12389

  15. 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

    Version of Record online : 7 JUL 2011, DOI: 10.1111/j.1540-6288.2011.00304.x

  16. 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

    Version of Record online : 28 JAN 2010, DOI: 10.1111/j.1468-036X.2009.00527.x

  17. THE SLOPE OF THE TERM STRUCTURE OF CREDIT SPREADS: AN EMPIRICAL INVESTIGATION

    Journal of Financial Research

    Volume 30, Issue 2, Summer 2007, Pages: 237–257, Mascia Bedendo, Lara Cathcart and Lina El-Jahel

    Version of Record online : 22 JUN 2007, DOI: 10.1111/j.1475-6803.2007.00212.x

  18. The Determinants of Credit Spread Changes

    The Journal of Finance

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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00402

  19. Performance Evaluation with Information on Portfolio Compositions

    Asia-Pacific Journal of Financial Studies

    Volume 40, Issue 5, October 2011, Pages: 710–730, Sun-Wung Hwang and Jinwoo Park

    Version of Record online : 17 OCT 2011, DOI: 10.1111/j.2041-6156.2011.01055.x

  20. Cross-asset Style Momentum

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 5, October 2012, Pages: 610–636, Daehwan Kim

    Version of Record online : 18 OCT 2012, DOI: 10.1111/j.2041-6156.2012.01084.x