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Limited Investment Capital and Credit Spreads
16 references·10 citing·43 second hop
Limited Investment Capital and Credit Spreads (2015)Limited Investment Capital and Credit Spr…A Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Unit root tests for panel data (2001)Unit root tests for panel dataThe Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Modeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…The Limits of Arbitrage (1995)The Limits of ArbitragePricing Derivatives on Financial Securities Subject to Credit Risk (1995)Pricing Derivatives on Financ…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…A Theory of Liquidity Spillover between Bond and CDS Markets (2021)A Theory of Liquidity Spillov…The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk (2018)The use of credit default swa…The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question (2018)The Demand for Central Cleari…Voluntary Disclosure in Bilateral Transactions (2017)Voluntary Disclosure in Bilat…Structural GARCH: The Volatility-Leverage Connection (2017)Structural GARCH: The Volatil…Counterparty Risk and Counterparty Choice in the Credit Default Swap Market (2016)Counterparty Risk and Counter…How Much of Bank Credit Risk is Sovereign Risk? 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this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2001Unit root tests for panel data4,109 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2014A Macroeconomic Model with a Financial Sector

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1,976 cited
  • 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
  • Cited by

    • 2017Voluntary Disclosure in Bilateral Transactions43 cited
    • 2018The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk41 cited
    • 2021A Theory of Liquidity Spillover between Bond and CDS Markets40 cited
    • 2014Interconnectedness in the CDS Market35 cited
    • 2016Counterparty Risk and Counterparty Choice in the Credit Default Swap Market33 cited
    • 2015Credit Implied Volatility32 cited
    • 2017Structural GARCH: The Volatility-Leverage Connection30 cited
    • 2013Liquidity Risk in Credit Default Swap Markets29 cited
    • 2015How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone28 cited
    • 2018The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question24 cited