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The determinants of credit spread changes in the euro area

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References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
2001The Determinants of Credit Spread Changes2,253 cited
1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
2000A comparative analysis of current credit risk models967 cited
1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994426 cited
1996Firm-specific information and the correlation between individual stocks and bonds411 cited
1993The Pricing of Risky Debt When Interest Rates are Stochastic191 cited
1997Movements in the Term Structure of Interest Rates111 cited

Cited by

2020Is there a threshold effect in the liquidity risk–non‐performing loans relationship? A PSTR approach for MENA banks39 cited
2007Credit default swap prices as risk indicators of listed German banks31 cited
2017How Does Credit Risk Influence Liquidity Risk? Evidence from Ukrainian Banks29 cited
2021Time-varying comovement of stock and treasury bond markets in Europe: A quantile regression approach21 cited

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