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The determinants of credit spreads changes in global shipping bonds
16 references·2 citing·40 second hop
The determinants of credit spreads changes in global shipping bonds (2014)The determinants of credit spreads change…Value and Momentum Everywhere (2013)Value and Momentum EverywhereCorporate bond liquidity before and after the onset of the subprime crisis (2011)Corporate bond liquidity befo…The subprime credit crisis and contagion in financial markets (2010)The subprime credit crisis an…Simple formulas for standard errors that cluster by both firm and time (2010)Simple formulas for standard …Liquidity Risk and Expected Corporate Bond Returns (2010)Liquidity Risk and Expected C…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Corporate Yield Spreads and Bond Liquidity (2007)Corporate Yield Spreads and B…Liquidity and Credit Risk (2006)Liquidity and Credit RiskCorporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Equity Volatility and Corporate Bond Yields (2003)Equity Volatility and Corpora…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Specification Tests in Econometrics (1978)Specification Tests in Econom…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Determinants of the probability of default: the case of the internationally listed shipping corporations (2017)Determinants of the probabili…Liquidity effects and FFA returns in the international shipping derivatives market (2015)Liquidity effects and FFA ret…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Liquidity Risk and Expected Stock Returns (2003)Forecasting Default with the Merton Distance to Default Model (2008)The Aggregate Demand for Treasury Debt (2012)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)On Persistence in Mutual Fund Performance (1997)Time Series Momentum (2011)… and the Cross-Section of Expected Returns (2015)Does Academic Research Destroy Stock Return Predictability? (2015)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Prospect Theory and Asset Prices (2001)Credit Spreads and Business Cycle Fluctuations (2012)Biases in Dynamic Models with Fixed Effects (1981)Low-Latency Trading (2011)High-Frequency Trading and Price Discovery (2014)Corporate Immunity to the COVID-19 Pandemic (2020)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
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  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
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  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
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  • 2003Equity Volatility and Corporate Bond Yields1,194 cited
  • 2007Corporate Yield Spreads and Bond Liquidity1,087 cited
  • 2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
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  • 2006Liquidity and Credit Risk452 cited

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  • 2010Liquidity Risk and Expected Corporate Bond Returns440 cited
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    • 2015Liquidity effects and FFA returns in the international shipping derivatives market40 cited
    • 2017Determinants of the probability of default: the case of the internationally listed shipping corporations29 cited