Credit Derivatives and Loan PricingLars Nordén, Wolf Wagner2007-01-01articleJournal of Banking & Finance97 citationsgreenNo readable copy stored yet — this record is metadata only.Credit Risk and Financial RegulationsBanking stability, regulation, efficiencyFinancial Distress and Bankruptcy PredictionAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 97 citations exist upstream.References1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2001The Determinants of Credit Spread Changes2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market1987Some evidence on the uniqueness of bank loans2001Explaining the Rate Spread on Corporate Bonds2007Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps2004The relationship between credit default swap spreads, bond yields, and credit rating announcementsCited by2010On syndicate composition, corporate structure and the certification effect of credit ratings2006A Comparison of Syndicated Loan Pricing at Investment and Commercial Banks2013Credit protection and lending relationships2014Credit default swaps and the market for sovereign debt2021Macroeconomic determinants of loan defaults: Evidence from the U.S. peer-to-peer lending market2004Credit Protection and Lending Relationships2011Systemic Risk Contributions2009A Framework for Assessing the Systemic Risk of Major Financial Institutions