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Determinants of Euro Term Structure of Credit Spreads
16 references·16 citing·46 second hopsampled
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References

  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 2002Is Information Risk a Determinant of Asset Returns?1,862 cited
  • 1998Agency Costs, Risk Management, and Capital Structure1,495 cited
  • 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
  • 1977The Valuation of Corporate Liabilities as Compound Options830 cited
  • 1984Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation678 cited
  • 1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities529 cited
  • 1996Firm-specific information and the correlation between individual stocks and bonds411 cited
  • 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators366 cited
  • 2010The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium260 cited
  • 2010SMES and Bank Lending Relationships: The Impact of Mergers212 cited
  • 2010The Role of the Exchange Rate in Economic Growth: A Euro-Zone Perspective205 cited
  • 1996Testing term structure estimation methods203 cited
  • 2010The Belgian Industrial Confidence Indicator: Leading Indicator of Economic Activity in the Euro Area?190 cited
  • 2010

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Attractive Prices and Euro-Rounding Effects on Inflation
188 cited
  • 2010A Guided Tour of the World of Rational Expectations Models and Optimal Policies176 cited
  • Cited by

    • 2010Industry Wage Differentials, Unobserved Ability, and Rent-Sharing: Evidence from Matched Worker-Firm Data, 1995-2002193 cited
    • 2010Price-Setting Behaviour in Belgium: What Can Be Learned from an Ad Hoc Survey ?173 cited
    • 2010Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Markets156 cited
    • 2010The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks156 cited
    • 2007Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network150 cited
    • 2010Macroeconomic and Monetary Policy-Making at the EC, from the Rome Treaties to the Hague Summit145 cited
    • 2010Decomposing European CDS Returns138 cited
    • 2010How Wages Change: Micro Evidence from the International Wage Flexibility Project138 cited
    • 2010An International Analysis of Earnings, Stock Prices and Bond Yields123 cited
    • 2012Risk, Uncertainty and Monetary Policy119 cited
    • 2010Downward Wage Rigidity for Different Workers and Firms: An Evaluation for Belgium Using the IWFP Procedure112 cited
    • 2007Failure Prediction Models: Performance, Disagreements, and Internal Rating Systems106 cited
    • 2010Importance Et Évolution Des Investissements Directs En Belgique106 cited
    • 2010The Performance of Credit Rating Systems in the Assessment of Collateral Used in Eurosystem Monetary Policy Operations104 cited
    • 2010Monitoring Pro-Cyclicality under the Capital Requirements Directive: Preliminary Concepts for Developing a Framework104 cited
    • 2010Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise104 cited