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Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk
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Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk (2012)Does the Tail Wag the Dog? The Effect of …A framework for assessing the systemic risk of major financial institutions (2009)A framework for assessing the…In Search of Distress Risk (2008)In Search of Distress RiskHow Does Financing Impact Investment? The Role of Debt Covenants (2008)How Does Financing Impact Inv…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Insider trading in credit derivatives☆ (2007)Insider trading in credit der…Multi-period corporate default prediction with stochastic covariates (2006)Multi-period corporate defaul…An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)An Empirical Analysis of the …Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsCorporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Bankruptcy Prediction with Industry Effects (2004)Bankruptcy Prediction with In…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…A Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…Troubled debt restructurings (1990)Troubled debt restructuringsON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Dealing with Dealers: Sovereign CDS Comovements in Europe (2013)Dealing with Dealers: Soverei…Do Empty Creditors Matter? Evidence from Distressed Exchange Offers (2012)Do Empty Creditors Matter? Ev…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)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)The Aggregate Demand for Treasury Debt (2012)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The role of information and financial reporting in corporate governance and debt contracting (2010)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Environmental Externalities and Cost of Capital (2014)Editor's Choice Digesting Anomalies: An Investment ApproachAdvances in prospect theory: Cumulative representation of uncertainty (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)… and the Cross-Section of Expected Returns (2015)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modeling Term Structures of Defaultable Bonds (1999)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Cross-Section of Expected Stock Returns (1992)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
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References

  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2008In Search of Distress Risk2,232 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2008How Does Financing Impact Investment? The Role of Debt Covenants2,077 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
  • 1990Troubled debt restructurings1,096 cited
  • 2006Multi-period corporate default prediction with stochastic covariates973 cited
  • 2007Insider trading in credit derivatives☆827 cited
  • 2004Bankruptcy Prediction with Industry Effects810 cited
  • 1999A Liquidity-based Model of Security Design739 cited

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  • 2009A framework for assessing the systemic risk of major financial institutions638 cited
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    • 2012Do Empty Creditors Matter? Evidence from Distressed Exchange Offers31 cited
    • 2013Dealing with Dealers: Sovereign CDS Comovements in Europe27 cited