1. Stock price informativeness and credit default swap trading. (2024). Vieira, Isabel ; da Silva, Paulo Pereira.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2950-2970.

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2. Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400165x.

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3. Market liquidity, credit maturity structure and asset mismatch in manufacturing firms. (2024). Qiu, Yuting ; Yao, Lianjun.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004306.

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4. The importance of green patents for CDS pricing: The role of environmental disclosures. (2024). Rahman, Sohanur.
   In: Energy Economics.
   RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006133.

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5. Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko.
   In: Energy Economics.
   RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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6. ESG risks and corporate viability: insights from default probability term structure analysis. (2024). Ferriani, Fabrizio ; Pericoli, Marcello.
   In: Questioni di Economia e Finanza (Occasional Papers).
   RePEc:bdi:opques:qef_892_24.

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7. Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier.
   In: Working Papers.
   RePEc:mib:wpaper:509.

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8. Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier.
   In: Working Papers.
   RePEc:fem:femwpa:2023.04.

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9. Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:118096.

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10. Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118092.

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11. Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier.
    In: FEEM Working Papers.
    RePEc:ags:feemwp:330720.

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12. The credit spread curve distribution and economic fluctuations in Japan. (2022). Okimoto, Tatsuyoshi ; Takaoka, Sumiko.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002333.

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13. Option trading volume by moneyness, firm fundamentals, and expected stock returns. (2022). Zhou, YI.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000306.

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14. Carbon Default Swap - Disentangling the Exposure to Carbon Risk through CDS. (2022). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10016.

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15. The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability. (2021). Zeng, Ming ; Calice, Giovanni.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:445-458.

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16. Corporate social responsibility and the term structure of CDS spreads. (2021). Zhong, Zhaodong ; Li, Yubin ; Wang, Xinjie ; Gao, Feng.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001232.

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17. The Credit Spread Curve Distribution and Economic Fluctuations in Japan. (2020). Okimoto, Tatsuyoshi ; Sumiko, Takaoka ; Tatsuyoshi, Okimoto.
    In: Discussion papers.
    RePEc:eti:dpaper:20030.

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18. Do Corporate Social Responsibility Activities Reduce Credit Risk? Short and Long-Term Perspectives. (2019). Thu, Thuy Thi ; Kim, Jungmu.
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    RePEc:gam:jsusta:v:11:y:2019:i:24:p:6962-:d:294875.

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19. The determinants of CDS spreads: evidence from the model space. (2018). Pelster, Matthias ; Vilsmeier, Johannes.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:21:y:2018:i:1:d:10.1007_s11147-017-9134-6.

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20. Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads. (2018). Jitmaneeroj, Boonlert.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:46:y:2018:i:c:p:324-341.

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21. Debt Covenants and Cross-Sectional Equity Returns. (2017). Huang, Jingzhi ; Wang, Yuan ; Helwege, Jean.
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    RePEc:inm:ormnsc:v:63:y:2017:i:6:p:1835-1854.

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22. Political uncertainty and a firms credit risk: Evidence from the international CDS market. (2017). Zhong, Rui ; Liu, Jinyu.
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    RePEc:eee:finsta:v:30:y:2017:i:c:p:53-66.

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23. Dynamic credit default swaps curves in a network topology. (2016). Härdle, Wolfgang ; Chen, Cathy Yi-Hsuan ; Xu, Xiu ; Hardle, Wolfgang Karl.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2016-059.

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24. The determinants of CDS spreads: Evidence from the model space. (2016). Pelster, Matthias ; Vilsmeier, Johannes.
    In: Discussion Papers.
    RePEc:zbw:bubdps:432016.

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25. Dynamic credit default swaps curves in a network topology. (2016). Härdle, Wolfgang ; Xu, Xiu ; Hardle, Wolfgang K ; Chen, Cathy Yi-Hsuan.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2016-059.

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1. Estimating yield spreads volatility using GARCH-type models. (2021). Kim, Jong-Min ; Jung, Hojin.
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2. Structural recovery of face value at default. (2020). Guha, Rajiv ; Tarelli, Andrea ; Sbuelz, Alessandro.
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3. Modeling non-normal corporate bond yield spreads by copula. (2020). Kim, Jong-Min ; Jung, Hojin.
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4. Cash flow volatility and corporate bond yield spreads. (2016). Vetzal, Kenneth R ; Huang, Alan G.
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5. Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure. (2016). Dai, Tian-Shyr ; Liu, Liang-Chih ; Wang, Chuan-Ju.
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6. Using Merton model for default prediction: An empirical assessment of selected alternatives. (2016). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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7. Prepayment risk on callable bonds: theory and test. (2015). Pardo, Sophie ; Franois, Pascal.
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8. Understanding the term structure of credit default swap spreads. (2015). han, bing ; Zhou, YI.
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9. Using Merton model: an empirical assessment of alternatives. (2015). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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10. Sovereign risk and its changing effects on bond duration during financial crisis. (2014). Xie, Yan Alice ; Yau, Jot ; Lee, Heiwai.
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11. On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jaewon ; Whitelaw, Robert F. ; Richardson, Matthew P..
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12. The effect of interest rate volatility and equity volatility on corporate bond yield spreads: A comparison of noncallables and callables. (2014). Stock, Duane ; Kim, Dong H..
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13. Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress. (2013). Cremers, Heinz ; Odermann, Alexander .
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14. Adjusted Moneys Worth Ratios in Life Annuities. (2013). Walker, Eduardo ; Casassus, Jaime.
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15. How do bond investors perceive dividend payouts?. (2013). Nejadmalayeri, Ali ; Jiraporn, Pornsit ; Singh, Manohar ; Mathur, Ike.
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16. Sarbanes-Oxley Act and corporate credit spreads. (2013). Rao, Ramesh ; Nejadmalayeri, Ali ; Nishikawa, Takeshi.
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17. The issuance of callable bonds under information asymmetry. (2013). Choi, Seungmook ; Jung, Mookwon ; Jameson, Mel.
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18. Product market advertising and corporate bonds. (2013). Nejadmalayeri, Ali ; Singh, Manohar ; Mathur, Ike.
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19. Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models. (2012). Nawalkha, Sanjay ; Beliaeva, Natalia.
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20. On the determinants of the implied default barrier. (2012). Dionne, Georges ; Laajimi, Sadok.
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21. Using Merton model: an empirical assessment of alternatives. (2012). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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22. A comprehensive structural model for defaultable fixed-income bonds. (2011). Agliardi, Rossella.
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23. American options and callable bonds under stochastic interest rates and endogenous bankruptcy. (2011). Nunes, Joo.
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24. The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets. (2011). Xie, Yan Alice ; Yau, Jot ; Lee, Heiwai.
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25. Anatomy of a ratings change. (2011). Marble, Hugh .
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26. Hysteresis effects under CIR interest rates. (2011). Shackleton, Mark ; Dias, Jose Carlos.
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27. Convertible Bonds: Risks and Optimal Strategies. (2010). Huang, Haishi.
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28. Predicting credit spreads. (2010). Thomson, James ; Ritchken, Peter H. ; Krishnan, C. N. V., .
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29. Reduced-form valuation of callable corporate bonds: Theory and evidence. (2010). LI, HAITAO ; Jarrow, Robert ; Liu, Sheen ; Wu, Chunchi.
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30. A simple model of deferred callability in defaultable debt. (2010). Persson, Svein-Arne ; Mjos, Aksel.
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31. Callable risky perpetual debt with protection period. (2010). Persson, Svein-Arne ; Mjos, Aksel.
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32. Underinvestment, capital structure and strategic debt restructuring. (2010). Pawlina, Grzegorz.
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39. On forecasting the term structure of credit spreads. (2007). Thomson, James ; Ritchken, Peter H. ; C. N. V. Krishnan, .
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43. Assessing Credit with Equity: A CEV Model with Jump to Default. (2005). Polbennikov, Simon ; Campi, Luciano.
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