This document has not been cited yet.

1. Alexander, C. ; Kaeck, A. Regime dependent determinants of credit default swap spreads. 2008 J. Bank. Financ.. 32 1008-1021

2. Almeida, H. ; Cunha, I. ; Ferreira, M.A. ; Restrepo, F. The real effects of credit ratings: The sovereign ceiling channel. 2017 J. Financ.. 72 249-290

3. Altman, E. Corporate financial distress and bankruptcy. 1993 John Wiley & Sons: New York
   Paper not yet in RePEc: Add citation now
   

4. Altman, E.I. Financial ratios, discriminant analysis, and the prediction of corporate bankruptcy. 1968 J. Financ.. 23 589-609

5. Anderson, R.C. ; Mansi, S.A. ; Reeb, D.M. Founding family ownership and the agency cost of debt. 2003 J. Financ. Econ.. 68 263-285

6. Aslan, H. ; Kumar, P. Strategic ownership structure and the cost of debt. 2012 Rev. Financ. Stud.. 25 2257-2299

7. Baird, D.G. ; Rasmussen, R.K. The prime directive. 2006 U. Cin. l. Rev.. 75 921-
   Paper not yet in RePEc: Add citation now
   
8. Bebchuk, L.A. The case for increasing shareholder power. 2004 Harv. Law Rev.. 118 833-914
   Paper not yet in RePEc: Add citation now
   

9. Becker, B. ; Milbourn, T. How did increased competition affect credit ratings?. 2011 J. Financ. Econ.. 101 493-514

10. Bharath, S.T. ; Hertzel, M. External governance and debt structure. 2019 Rev. Financ. Stud.. 32 3335-3365

11. Bhojraj, S. ; Sengupta, P. Effect of corporate governance on bond ratings and yields: the role of institutional investors and outside directors. 2003 J. Bus.. 76 455-475

12. Black, B.S. Shareholder activism and corporate governance in the United States. 1998 As Published in the New Palgrave Dictionary of Economics and the Law. 3 459-465
    Paper not yet in RePEc: Add citation now
    
13. Borsting, C., Kühn, J., Poulsen, T. and Thomsen, S., 2014. The Performance of Danish Foundation-Owned Companies. Unpublished Working Paper. The Research Project on Industrial Foundations.
    Paper not yet in RePEc: Add citation now
    

14. Boubakri, N. ; Ghouma, H. Control/ownership structure, creditor rights protection, and the cost of debt financing: international evidence. 2010 J. Bank. Financ.. 34 2481-2499

15. Boyd, B.K. ; Solarino, A.M. Ownership of corporations: a review, synthesis, and research agenda. 2016 J. Manag.. 42 1282-1314
    Paper not yet in RePEc: Add citation now
    

16. Brogaard, J. ; Li, D. ; Xia, Y. Stock liquidity and default risk. 2017 J. Financ. Econ.. 124 486-502

17. Campbell, J.Y. ; Taksler, G.B. Equity volatility and corporate bond yields. 2003 J. Financ.. 58 2321-2350

18. Chuluun, T. ; Prevost, A. ; Puthenpurackal, J. Board ties and the cost of corporate debt. 2014 Financ. Manag.. 43 533-568

19. Cremers, K.M. ; Nair, V.B. ; Wei, C. Governance mechanisms and bond prices. 2007 Rev. Financ. Stud.. 20 1359-1388

20. Crosbie, P. and Bohn, J., 2019. Modeling default risk. InWorld Scientific Reference on Contingent Claims Analysis in Corporate Finance: Volume 2: Corporate Debt Valuation with CCA, 471-506.
    Paper not yet in RePEc: Add citation now
    

21. Cumming, D. ; Lopez-de-Silanes, F. ; McCahery, J.A. ; Schwienbacher, A. Tranching in the syndicated loan market around the world. 2020 J. Int. Bus. Stud.. 51 95-120

22. Das, S.R. ; Hanouna, P. Hedging credit: equity liquidity matters. 2009 J. Financ. Intermed.. 18 112-123

23. DeAngelo, H. ; DeAngelo, L. ; Wruck, K.H. Asset liquidity, debt covenants, and managerial discretion in financial distress: the collapse of LA Gear. 2002 J. Financ. Econ.. 64 3-34
    Paper not yet in RePEc: Add citation now
    

24. Demirovic, A. ; Thomas, D.C. The relevance of accounting data in the measurement of credit risk. 2007 Eur. J. Financ.. 13 253-268

25. Demirovic, A. ; Tucker, J. ; Guermat, C. Accounting data and the credit spread: an empirical investigation. 2015 Res. Int. Bus. Financ.. 34 233-250

26. Denis, D.K. ; McConnell, J.J. International corporate governance. 2003 J. Financ. Quant. Anal.. 38 1-36

27. Diamond, D.W. Financial intermediation and delegated monitoring. 1984 Rev. Econ. Stud.. 51 393-414

28. Drucker, S. ; Puri, M. On loan sales, loan contracting, and lending relationships. 2009 Rev. Financ. Stud.. 22 2835-2872

29. Edmans, A. ; Fang, V.W. ; Zur, E. The effect of liquidity on governance. 2013 Rev. Financ. Stud.. 26 1443-1482

30. Elyasiani, E. ; Jia, J.J. ; Mao, C.X. Institutional ownership stability and the cost of debt. 2010 J. Financ. Mark.. 13 475-500

31. Ericsson, J. ; Jacobs, K. ; Oviedo, R. The determinants of credit default swap premia. 2009 J. Financ. Quant. Anal.. 44 109-132

32. Esty, B.C. ; Megginson, W.L. Creditor rights, enforcement, and debt ownership structure: evidence from the global syndicated loan market. 2003 J. Financ. Quant. Anal.. 38 37-60

33. Fields, L.P. ; Fraser, D.R. ; Subrahmanyam, A. Board quality and the cost of debt capital: the case of bank loans. 2012 J. Bank. Financ.. 36 1536-1547

34. Fluck, Z. The dynamics of the management-shareholder conflict. 1999 Rev. Financ. Stud.. 12 379-404

35. Foss, N.J. ; Klein, P.G. ; Lien, L.B. ; Zellweger, T. ; Zenger, T. Ownership competence. 2021 Strateg. Manag. J.. 42 302-328

36. Gale, D. ; Hellwig, M. Incentive-compatible debt contracts: the one-period problem. 1985 Rev. Econ. Stud.. 52 647-663

37. Gilson, S. ; Vetsuypens, M. Executive compensation in distressed firms: an empirical analysis. 1993 J. Financ.. 48 425-458
    Paper not yet in RePEc: Add citation now
    

38. Gilson, S.C. Management turnover and financial distress. 1989 J. Financ. Econ.. 25 241-262

39. Grossman, S.J. ; Hart, O.D. One share-one vote and the market for corporate control. 1988 J. Financ. Econ.. 20 175-202

40. Grossman, S.J. ; Hart, O.D. Takeover bids, the free-rider problem, and the theory of the corporation. 1980 Bell J. Econ.. 42-64

41. Hand, J.R. ; Holthausen, R.W. ; Leftwich, R.W. The effect of bond rating agency announcements on bond and stock prices. 1992 J. Financ.. 47 733-752

42. Hansmann, H and Thomsen, S., 2014. Firms without Owners: The Governance of Industrial Foundations, working paper.
    Paper not yet in RePEc: Add citation now
    
43. Hansmann, H. ; Thomsen, S. Managerial distance and virtual ownership: the governance of industrial foundations. 2013 ECGI—Finance Working Paper. 372 -
    Paper not yet in RePEc: Add citation now
    
44. Hansmann, H. ; Thomsen, S. The governance of foundation-owned firms. 2021 J. Legal Analysis. 13 172-230
    Paper not yet in RePEc: Add citation now
    

45. Hasan, I. ; Kim, S.J. ; Politsidis, P.N. ; Wu, E. Loan syndication under Basel II: how do firm credit ratings affect the cost of credit?. 2021 J. Int. Finan. Markets. Inst. Money. 72 -

46. Hu, H.T. ; Black, B. Debt, equity, and hybrid decoupling: governance and systemic risk implications. 2008 Eur. Financ. Manag.. 14 663-709

47. Jensen, M. Agency costs of free cash flow, corporate finance, and takeovers. 1986 Am. Econ. Rev.. 76 323-329

48. Jensen, M. ; Meckling, W. Theory of the firm: managerial behavior, agency costs, and ownership structure. 1976 J. Financ. Econ.. 3 305-360

49. Klein, A. ; Zur, E. The impact of hedge fund activism on the target firm's existing bondholders. 2011 Rev. Financ. Stud.. 24 1735-1771

50. Kronke, H. Stiftungstypus und unternehmensträgerstiftung. 1988 J.C.B. Mohr: Tübingen
    Paper not yet in RePEc: Add citation now
    

51. La Porta, R. ; Lopez-de-Silanes, F. ; Shleifer, A. Corporate ownership around the world. 1999 J. Financ.. 54 471-517

52. Laeven, L. ; Levine, R. Complex ownership structures and corporate valuations. 2008 Rev. Financ. Stud.. 21 579-604

53. Lin, C. ; Ma, Y. ; Malatesta, P. ; Xuan, Y. Ownership structure and the cost of corporate borrowing. 2011 J. Financ. Econ.. 100 1-23

54. Mayer, C. Capitalism and crises: how to fix them. 2023 Oxford University Press:
    Paper not yet in RePEc: Add citation now
    

55. Mayer, C. The future of the corporation and the economics of purpose. 2021 J. Manag. Stud.. 58 887-901

56. McNulty, J.E. ; Akhigbe, A.O. ; Verbrugge, J.A. Small bank loan quality in a deregulated environment: the information advantage hypothesis. 2001 J. Econ. Bus.. 53 325-339

57. Merton, R.C. On the pricing of corporate debt: the risk structure of interest rates. 1974 J. Financ.. 29 449-470

58. Morck, R. ; Shleifer, A. ; Vishny, R.W. Alternative mechanisms for corporate control. 1989 Am. Econ. Rev.. 79 842-852

59. Myers, S.C. Determinants of corporate borrowing. 1977 J. Financ. Econ.. 5 147-175

60. Nguyen, J.H. ; Shi, J. Are banks really special? evidence from a natural experiment. 2021 J. Int. Finan. Markets. Inst. Money. 72 -

61. Nini, G. ; Smith, D.C. ; Sufi, A. Creditor control rights, corporate governance, and firm value. 2012 Rev. Financ. Stud.. 25 1713-1761

62. Ohlson, J.A. Financial ratios and the probabilistic prediction of bankruptcy. 1980 J. Account. Res.. 109-131

63. Petersen, M.A. Estimating standard errors in finance panel data sets: Comparing approaches. 2008 Rev. Financ. Stud.. 22 435-480
    Paper not yet in RePEc: Add citation now
    

64. Petersen, M.A. ; Rajan, R.G. The benefits of lending relationships: evidence from small business data. 1994 J. Financ.. 49 3-37

65. Pires, P. ; Pereira, J.P. ; Martins, L.F. The empirical determinants of credit default swap spreads: a quantile regression approach. 2015 Eur. Financ. Manag.. 21 556-589

66. Sandvik, J. Board monitoring, director connections, and credit quality. 2020 Finance. 65 -
    Paper not yet in RePEc: Add citation now
    
67. Schroder, D.J. ; Thomsen, S. Foundation Ownership and Financial Performance – a Global Analysis. 2021 the Netherlands:
    Paper not yet in RePEc: Add citation now
    
68. Sengupta, P. Corporate disclosure quality and the cost of debt. 1998 Account. Rev.. 459-474
    Paper not yet in RePEc: Add citation now
    

69. Shleifer, A. ; Vishny, R.W. A survey of corporate governance. 1997 J. Financ.. 52 737-783

70. Shleifer, A., & Vishny, R. W. 1986. Large shareholders and corporate control.Journal of Political Economy,94(3, Part 1), 461-488.

71. Switzer, L.N. ; Wang, J. Institutional investment horizon, the information environment, and firm credit risk. 2017 J. Financ. Stab.. 29 57-71

72. Thomsen, S. Corporate ownership by industrial foundations. 1999 Eur. J. Law Econ.. 7 117-137
    Paper not yet in RePEc: Add citation now
    

73. Thomsen, S. Foundation ownership and economic performance. 1996 Corp. Gov.. 4 212-221

74. Thomsen, S. The danish industrial foundations. 2017 DJOEF Publishing:
    Paper not yet in RePEc: Add citation now
    

75. Thomsen, S. ; Kavadis, N. Enterprise foundations: law, taxation, governance, and performance. 2022 Ann. Corp. Govern.. 6 227-333

76. Thomsen, S. ; Pedersen, T. Ownership structure and economic performance in the largest european companies. 2000 Strateg. Manag. J.. 21 689-705

77. Thomsen, S. ; Poulsen, T. ; Børsting, C. ; Kuhn, J. Industrial foundations as long-term owners. 2018 Corp. Gov.. 26 180-196
    Paper not yet in RePEc: Add citation now
    

78. Townsend, R.M. Optimal contracts and competitive markets with costly state verification. 1979 J. Econ. Theory. 21 265-293

79. Villalonga, B. ; Amit, R. How do family ownership, control, and management affect firm value?. 2006 J. Financ. Econ.. 80 385-417

80. Walsh, J.P. ; Seward, J.K. On the efficiency of internal and external corporate control mechanisms. 1990 Acad. Manag. Rev.. 15 421-458
    Paper not yet in RePEc: Add citation now
    

81. Wang, A.W. ; Zhang, G. Institutional ownership and credit spreads: an information asymmetry perspective. 2009 J. Empir. Financ.. 16 597-612

1. Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns. (2016). Nielsen, Caren Yinxia ; Nielsen, Caren Yinxia Guo, .
   In: Working Papers.
   RePEc:hhs:lunewp:2011_038.

   Full description at Econpapers || Download paper

2. CDS and Stock Market: Panel Evidence Under Cross-Section Dependency. (2015). Esen, Sinan ; Halil Şimdi, ; Zeren, Feyyaz.
   In: South-Eastern Europe Journal of Economics.
   RePEc:seb:journl:v:13:y:2015:i:1:p:31-46.

   Full description at Econpapers || Download paper

3. FINANCIAL MARKET REACTION TO CHANGES IN THE VOLATILITIES OF CDS RETURNS. (2015). Mușetescu, Radu ; Meghisan-Toma, Georgeta-Madalina ; Musetescu, Radu Cristian ; Hurduzeu, Gheorghe.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2015:i:3:p:152-165.

   Full description at Econpapers || Download paper

4. Price discovery in the markets for credit risk: A Markov switching approach. (2015). Dimpfl, Thomas ; Peter, Franziska J.
   In: SFB 649 Discussion Papers.
   RePEc:hum:wpaper:sfb649dp2015-035.

   Full description at Econpapers || Download paper

5. The impact of liquidity on senior credit index spreads during the subprime crisis. (2015). Marra, Miriam.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:37:y:2015:i:c:p:148-167.

   Full description at Econpapers || Download paper

6. Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps. (2015). Vašíček, Bořek ; Mio, Ronghui ; Calice, Giovanni ; Trba, Filip ; Vaiek, Boek.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:33:y:2015:i:c:p:174-189.

   Full description at Econpapers || Download paper

7. Downgrades of sovereign credit ratings and impact on banks CDS spread: does disclosure by banks improve stability?. (2015). Alexandre, Herve ; Guillemin, Franois ; Refait-Alexandre, Catherine.
   In: Economics Papers from University Paris Dauphine.
   RePEc:dau:papers:123456789/15008.

   Full description at Econpapers || Download paper

8. The role of a changing market: Environment for credit default swap pricing. (2014). Reitz, Stefan ; Leppin, Julian.
   In: HWWI Research Papers.
   RePEc:zbw:hwwirp:153.

   Full description at Econpapers || Download paper

9. The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian.
   In: FinMaP-Working Papers.
   RePEc:zbw:fmpwps:7.

   Full description at Econpapers || Download paper

10. Credit Default Swaps: A Survey. (2014). Augustin, Patrick ; Wang, Sarah Qian ; Subrahmanyam, Marti G. ; Tang, Dragon Yongjun.
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000040.

    Full description at Econpapers || Download paper

11. Credit Risk Calibration based on CDS Spreads. (2014). Härdle, Wolfgang ; Chao, Shih-Kang ; Hardle, Wolfgang Karl ; Pham-Thu, Hien .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-026.

    Full description at Econpapers || Download paper

12. The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?. (2014). Radev, Deyan ; Gorea, Denis.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:30:y:2014:i:c:p:78-100.

    Full description at Econpapers || Download paper

13. Macro risk factors of credit default swap indices in a regime-switching framework. (2014). Chan, Kam Fong ; Marsden, Alastair.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:29:y:2014:i:c:p:285-308.

    Full description at Econpapers || Download paper

14. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Avino, Davide ; Nneji, Ogonna.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:262-274.

    Full description at Econpapers || Download paper

15. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vašíček, Bořek ; Miao, Rong Hui ; Calice, Giovanni ; Trba, Filip ; Vaiek, Boek.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141717.

    Full description at Econpapers || Download paper

16. CDS spreads and systemic risk: A spatial econometric approach. (2013). Keiler, Sebastian ; Eder, Armin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:012013.

    Full description at Econpapers || Download paper

17. Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads. (2013). Perez, M. Fabricio ; Nayak, Subhankar ; Kalimipalli, Madhu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2969-2990.

    Full description at Econpapers || Download paper

18. Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Wilson, Nicholas ; Tinoco, Mario Hernandez.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

    Full description at Econpapers || Download paper

19. Price discovery of credit spreads in tranquil and crisis periods. (2013). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:242-253.

    Full description at Econpapers || Download paper

20. Hedging stock sector risk with credit default swaps. (2013). Ratner, Mitchell ; Chiu, Chih-Chieh .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:18-25.

    Full description at Econpapers || Download paper

21. Credit cycle dependent spread determinants in emerging sovereign debt markets. (2013). Wagner, Niklas ; Thuraisamy, Kannan ; Riedel, Christoph .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:17:y:2013:i:c:p:209-223.

    Full description at Econpapers || Download paper

22. Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps. (2013). Vašíček, Bořek ; Miao, Rong Hui ; Calice, Giovanni ; Sterba, Filip ; Vasicek, Borek .
    In: Working Papers.
    RePEc:cnb:wpaper:2013/13.

    Full description at Econpapers || Download paper

23. Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options. (2012). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:56781.

    Full description at Econpapers || Download paper

24. Rethinking Capital Structure Arbitrage. (2012). Lazar, Emese ; Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:42850.

    Full description at Econpapers || Download paper

25. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2012). Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:42848.

    Full description at Econpapers || Download paper

26. Price Discovery of Credit Spreads in Tranquil and Crisis Periods. (2012). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:42847.

    Full description at Econpapers || Download paper

27. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Samaniego-Medina, Reyes ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio.
    In: Working Papers.
    RePEc:pab:wpbsad:12.07.

    Full description at Econpapers || Download paper

28. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; CARDONE RIPORTELLA, CLARA ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara.
    In: Working Papers.
    RePEc:pab:fiecac:12.03.

    Full description at Econpapers || Download paper

29. Regime switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model. (2012). Huang, Alex.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:4:p:1497-1508.

    Full description at Econpapers || Download paper

30. Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market. (2012). Nayak, Subhankar ; Kalimipalli, Madhu.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:2:p:217-242.

    Full description at Econpapers || Download paper

31. The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis. (2012). Moore, Tomoe ; Wang, Ping.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:1:p:1-15.

    Full description at Econpapers || Download paper

32. Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973.

    Full description at Econpapers || Download paper

33. Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis. (2012). Naifar, Nader.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:119-131.

    Full description at Econpapers || Download paper

34. Animal Spirits in the Euro Area Sovereign CDS Market. (2012). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans ; Eijffinger, Sylvester C W, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9092.

    Full description at Econpapers || Download paper

35. Credit contagion between financial systems. (2011). Wedow, Michael ; Podlich, Natalia .
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:201115.

    Full description at Econpapers || Download paper

36. Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options. (2011). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2011-17.

    Full description at Econpapers || Download paper

37. Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo.
    In: Working Papers.
    RePEc:igi:igierp:415.

    Full description at Econpapers || Download paper

38. Commodities and financial variables: Analyzing relationships in a changing regime environment. (2011). Hammoudeh, Shawkat ; Bhar, Ramaprasad.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:4:p:469-484.

    Full description at Econpapers || Download paper

39. What explains default risk premium during the financial crisis? Evidence from Japan. (2011). Naifar, Nader.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:5:p:412-430.

    Full description at Econpapers || Download paper

40. A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1295-1312.

    Full description at Econpapers || Download paper

41. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

    Full description at Econpapers || Download paper

42. CDS: relación con índices accionarios y medida de riesgo. (2011). Mora-Valencia, Andrés ; Leon, Bernardo .
    In: Revista ESPE - Ensayos Sobre Política Económica.
    RePEc:col:000107:009445.

    Full description at Econpapers || Download paper

43. Default, liquidity and crises: an econometric framework. (2011). Renne, Jean-Paul ; Monfort, Alain ; Renne, J-P., .
    In: Working papers.
    RePEc:bfr:banfra:340.

    Full description at Econpapers || Download paper

44. The reaction of emerging market credit default swap spreads to sovereign credit rating changes. (2010). Ismailescu, Iuliana ; Kazemi, Hossein.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2861-2873.

    Full description at Econpapers || Download paper

45. Detecting Regime Shifts in Corporate Credit Spreads. (2009). Dionne, Georges ; Franois, Pascal ; Maalaoui, Olfa .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0929.

    Full description at Econpapers || Download paper

46. Credit Spread Changes within Switching Regimes. (2009). Dionne, Georges ; Franois, Pascal ; Maalaoui, Olfa .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0905.

    Full description at Econpapers || Download paper

47. Accounting-based versus market-based cross-sectional models of CDS spreads. (2009). Sarin, Atulya ; Das, Sanjiv ; Hanouna, Paul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:719-730.

    Full description at Econpapers || Download paper

48. Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. (2009). Forte, Santiago ; Pea, Juan Ignacio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2013-2025.

    Full description at Econpapers || Download paper

49. A semiparametric model for the systematic factors of portfolio credit risk premia. (2009). Giammarino, Flavia ; Barrieu, Pauline.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:4:p:655-670.

    Full description at Econpapers || Download paper

50. Time to buy or just buying time? The market reaction to bank rescue packages. (2009). King, Michael.
    In: BIS Working Papers.
    RePEc:bis:biswps:288.

    Full description at Econpapers || Download paper

Report date: 2025-10-03 21:26:11 || Missing content? Let us know