SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Direct Relevance of Accounting Information for Credit Default Swap Pricing
16 references·3 citing·25 second hop
The Direct Relevance of Accounting Information for Credit Default Swap Pricing (2011)The Direct Relevance of Accounting Inform…Handbook of the Economics of Finance (2013)Handbook of the Economics of …Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with 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…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Modeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Firm characteristics and analyst following (1989)Firm characteristics and anal…Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Methodological Issues Related…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On 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…Resilience of United Kingdom financial institutions to major uncertainty: A network analysis related to the Credit Default Swaps market (2019)Resilience of United Kingdom …Determinants of bank CDS spreads in Europe (2016)Determinants of bank CDS spre…The market for credit default swaps: new insights into investors' use of accounting information? (2014)The market for credit default…Financial Ratios As Predictors of Failure (1966)Limited-dependent and qualitative variables in econometrics (1983)Do Managers Withhold Bad News? (2008)In Search of Distress Risk (2008)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)The Determinants of Credit Spread Changes (2001)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)An equilibrium characterization of the term structure (1977)The cost of capital, corporation finance and the theory of investment (2008)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
this work references cited by second hop

References

  • 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
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited

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

2013
Handbook of the Economics of Finance
1,813 cited
  • 1989Firm characteristics and analyst following1,535 cited
  • Cited by

    • 2014The market for credit default swaps: new insights into investors' use of accounting information?32 cited
    • 2016Determinants of bank CDS spreads in Europe31 cited
    • 2019Resilience of United Kingdom financial institutions to major uncertainty: A network analysis related to the Credit Default Swaps market30 cited