SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Bond Prices, Default Probabilities and Risk Premiums · Study

PreprintShelves

PreprintBond Prices, Default Probabilities and Risk Premiums

John C. Hull2012

OA

Preprintgreen2012

Bond Prices, Default Probabilities and Risk Premiums

John C. Hull · Mirela Predescu · Alan D White

71 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Credit Risk and Financial Regulations Stochastic processes and financial applications Financial Distress and Bankruptcy Prediction

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 71 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 2001The Determinants of Credit Spread Changes 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements 2004Is Default Event Risk Priced in Corporate Bonds?2004The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices 1989Measuring Corporate Bond Mortality and Performance

Cited by

2018Ratings-Based Regulation and Systematic Risk Incentives 2012A perspective on the symptoms and causes of the financial crisis 2010From actual to risk-neutral default probabilities: Merton and beyond 2016The relationship between risk-neutral and actual default probabilities: the credit risk premium 2010Default Risk in Corporate Yield Spreads

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2008On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzlearticle · 6 shared references 2008Economic Catastrophe Bondsarticle · 6 shared references 2011Corporate bond default risk: A 150-year perspectivearticle · 6 shared references 2010Corporate Bond Default Risk: A 150-Year Perspectivereport · 6 shared references 2008Individual stock-option prices and credit spreadsarticle · 6 shared references 2007Liquidity and Credit Default Swap Spreadspreprint · 6 shared references

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations71

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.2139/ssrn.2173148

openalex_workW1552375945

Links

Imported from OpenAlex (CC0) — nothing here is generated.