Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina

7 references·11 citing·44 second hop

FromToDepth

this work references cited by second hop

References

1979Martingales and arbitrage in multiperiod securities markets3,595 cited
1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
1986A Constant Recontracting Model of Sovereign Debt1,001 cited
1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads319 cited
1987The Default Premium and Corporate Bond Experience113 cited
1996Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds84 cited
1994Do Seniority Provisions Protect Bondholders' Investments?83 cited

Cited by

2002Pricing currency risk under currency boards50 cited
2008Understanding Common Factors in Domestic and International Bond Spreads42 cited
2005Quantification of sovereign risk: Using the information in equity market prices39 cited
2002The Term Structure of Country Risk and Valuation in Emerging Markets39 cited
2002Factors Affecting the Valuation of Corporate Bonds37 cited
2011Chapter 15 Deviations from Covered Interest Parity: The Case of China36 cited
2011Dynamic Valuation of Delinquent Credit-Card Accounts29 cited
2004What Drives Credit Risk in Emerging Markets? The Role of Country Fundamentals and Market Co-Movements

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

29 cited

2003Rating the Rating Agencies28 cited

2009Contagion of Financial Crises in Sovereign Debt Markets25 cited

2012MULTIDIMENSIONAL DISTANCE‐TO‐COLLAPSE POINT AND SOVEREIGN DEFAULT PREDICTION21 cited