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Market conditions, default risk and credit spreads · Study

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ArticleMarket conditions, default risk and credit spreads

Dragon Yongjun Tang2009

OA

Articlegreen2009

Market conditions, default risk and credit spreads

Dragon Yongjun Tang · Hong Yan

341 citations·0/0 files stored·Journal of Banking & Finance

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Credit Risk and Financial Regulations Corporate Finance and Governance Financial Distress and Bankruptcy Prediction

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 341 citations exist upstream.

References

2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2006Investor Sentiment and the Cross‐Section of Stock Returns 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1989Business conditions and expected returns on stocks and bonds 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1994Accounting earnings and cash flows as measures of firm performance

Cited by

2010The Rise of Risk-Based Pricing of Mortgage Interest Rates in Italy 2013Bank/sovereign risk spillovers in the European debt crisis 2012What determines Euro area bank CDS spreads?2008Liquidity and Credit Default Swap Spreads 2010Corporate bond credit spreads and forecast dispersion 2010Firms’ debt–equity decisions when the static tradeoff theory and the pecking order theory disagree 2020Friend or foe: The divergent effects of FinTech on financial stability 2020Economic Uncertainty and Bank Stability: Conventional vs. Islamic Banking

Details

Year2009

Typearticle

Published2009-05-28

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations341

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.1016/j.jbankfin.2009.05.018

openalex_workW3122762010

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