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Limited Investment Capital and Credit Spreads · Study

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PreprintLimited Investment Capital and Credit Spreads

EMIL N. SIRIWARDANE2015

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Preprintgreen2015

Limited Investment Capital and Credit Spreads

EMIL N. SIRIWARDANE

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

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Corporate Insolvency and Governance

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References

1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1981Biases in Dynamic Models with Fixed Effects 1987A Simple Model of Capital Market Equilibrium with Incomplete Information 1995The Limits of Arbitrage 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 2001Unit root tests for panel data

Cited by

2017Voluntary Disclosure in Bilateral Transactions 2018The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk 2021A Theory of Liquidity Spillover between Bond and CDS Markets 2014Interconnectedness in the CDS Market 2016Counterparty Risk and Counterparty Choice in the Credit Default Swap Market 2015Credit Implied Volatility

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2019Limited Investment Capital and Credit Spreadsarticle · 25 shared references 2014Credit Default Swaps: A Surveyarticle · 16 shared references 2014The Empirical Analysis of Liquidityarticle · 14 shared references 2011Limited Arbitrage between Equity and Credit Marketspreprint · 14 shared references 2012Limited arbitrage between equity and credit marketsarticle · 13 shared references 2020Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bangarticle · 13 shared references

Details

Year2015

Typepreprint

Published2015-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations48

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.2584043

openalex_workW2127368680

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2017Structural GARCH: The Volatility-Leverage Connection

2013Liquidity Risk in Credit Default Swap Markets