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Do macroeconomic variables matter for pricing default risk? · Study

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ArticleDo macroeconomic variables matter for pricing default risk?

Alice Xie Yan2006

Article2006

Do macroeconomic variables matter for pricing default risk?

Alice Xie Yan · Jian Fei Shi · Chunchi Wu

28 citations·0/0 files stored·International Review of Economics & Finance

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1973The Pricing of Options and Corporate Liabilities 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1987Parsimonious Modeling of Yield Curves 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1999Modeling Term Structures of Defaultable Bonds 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS 2001The Determinants of Credit Spread Changes 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

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2010The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets

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Year2006

Typearticle

Published2006-11-10

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations28

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.iref.2006.08.006

openalex_workW1970041834

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