SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk
16 references·9 citing·40 second hop
Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk (2016)Exodus from Sovereign Risk: Global Asset …Variance Risk Premiums (2008)Variance Risk PremiumsIn Search of Distress Risk (2008)In Search of Distress RiskForecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Private credit in 129 countries☆ (2007)Private credit in 129 countri…Does financial liberalization spur growth? (2005)Does financial liberalization…What Determines Corporate Transparency? (2004)What Determines Corporate Tra…Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Investor Protection and Corporate Valuation (2002)Investor Protection and Corpo…The Geography of Investment: Informed Trading and Asset Prices (2001)The Geography of Investment: …The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…How Distance, Language, and Culture Influence Stockholdings and Trades (2001)How Distance, Language, and C…Familiarity Breeds Investment (2001)Familiarity Breeds InvestmentForeign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Law and Finance (1998)Law and FinanceLegal Determinants of External Finance (1997)Legal Determinants of Externa…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Environment, social and governance (ESG) performance and CDS spreads: the role of country sustainability (2023)Environment, social and gover…COVID-19 Pandemic and Global Corporate CDS Spreads (2022)COVID-19 Pandemic and Global …Ripples into waves: Trade networks, economic activity, and asset prices (2021)Ripples into waves: Trade net…Credit Default Swaps around the World (2021)Credit Default Swaps around t…CDS Momentum: Slow-Moving Credit Ratings and Cross-Market Spillovers (2021)CDS Momentum: Slow-Moving Cre…Which Sustainability Dimensions Affect Credit Risk? Evidence from Corporate and Country-Level Measures (2020)Which Sustainability Dimensio…Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings? (2018)Measuring Sovereign Risk: Are…Geographic Portfolio Allocations, Property Selection and Performance Attribution in Public and Private Real Estate Markets (2016)Geographic Portfolio Allocati…Borrowing Beyond Borders: Foreign Assets, Lender Choice, and Loan Pricing in the Syndicated Bank Loan Market (2014)Borrowing Beyond Borders: For…What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)Credit Rationing in Markets with Imperfect Information (1981)Bank Competition and Financial Stability (2008)The Economic Consequences of Legal Origins (2008)The Economics of Privacy (2016)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)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)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Common risk factors in the returns on stocks and bonds (1993)Prospect Theory and Asset Prices (2001)Editor's Choice Digesting Anomalies: An Investment ApproachAdvances in prospect theory: Cumulative representation of uncertainty (1992)On Persistence in Mutual Fund Performance (1997)… and the Cross-Section of Expected Returns (2015)Institutions, Institutional Change and Economic Performance (1990)Institutions, Institutional Change and Economic Performance (1991)R2 around the world: New theory and new tests☆ (2005)What Works in Securities Laws? (2006)The financial reporting environment: Review of the recent literature (2010)Disentangling the Incentive and Entrenchment Effects of Large Shareholdings (2002)The ultimate ownership of Western European corporations (2002)Law, finance, and economic growth in China (2005)
this work references cited by second hop

References

  • 1998Law and Finance17,902 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1997Legal Determinants of External Finance9,776 cited
  • 2002Investor Protection and Corporate Valuation4,055 cited
  • 2007Private credit in 129 countries☆2,798 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 2008In Search of Distress Risk2,232 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2004What Determines Corporate Transparency?2,192 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2005Does financial liberalization spur growth?2,011 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices2,004 cited
  • 2001Familiarity Breeds Investment1,920 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 2001How Distance, Language, and Culture Influence Stockholdings and Trades1,694 cited
  • 2008Variance Risk Premiums1,328 cited

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

Cited by

  • 2023Environment, social and governance (ESG) performance and CDS spreads: the role of country sustainability52 cited
  • 2016Geographic Portfolio Allocations, Property Selection and Performance Attribution in Public and Private Real Estate Markets47 cited
  • 2021CDS Momentum: Slow-Moving Credit Ratings and Cross-Market Spillovers47 cited
  • 2018Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?43 cited
  • 2022COVID-19 Pandemic and Global Corporate CDS Spreads43 cited
  • 2021Ripples into waves: Trade networks, economic activity, and asset prices39 cited
  • 2020Which Sustainability Dimensions Affect Credit Risk? Evidence from Corporate and Country-Level Measures33 cited
  • 2014Borrowing Beyond Borders: Foreign Assets, Lender Choice, and Loan Pricing in the Syndicated Bank Loan Market31 cited
  • 2021Credit Default Swaps around the World31 cited