1. Sovereign vs. corporate debt and default: More similar than you think. (2025). Trebesch, Christoph ; Reinhart, Carmen M ; Meyer, Josefin ; Gopinath, Gita.
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2. The Transmission of Monetary Policy to the Cost of Hedging. (2025). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan.
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3. Industry Compliance Costs Under the Renewable Fuel Standard: Evidence from Compliance Credits. (2025). Akhundjanov, Sherzod ; Wardle, Arthur R.
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4. “Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices. (2025). Palazzo, Berardino ; Bonelli, Diego ; Yamarthy, Ram S.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2025-02.

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5. Exploring the correlation between financial leverage and corporate bond credit spreads. (2025). Chen, Shasha ; Yang, Qing ; Lin, ZI.
   In: Finance Research Letters.
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6. Sovereign vs. Corporate Debt and Default: More Similar than You Think. (2025). Trebesch, Christoph ; Gopinath, Gita ; Meyer, Josefin ; Reinhart, Carmen.
   In: CESifo Working Paper Series.
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7. The transmission of monetary policy to the cost of hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan.
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   RePEc:zbw:cfswop:308803.

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8. How does the fed affect corporate credit costs? Default risk, creditor segmentation and the post-FOMC drift. (2024). Walz, Stefan.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001241.

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9. The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector. (2024). PARLAPIANO, FABIO ; lo Duca, Marco ; Moccero, Diego.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20242897.

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10. Sovereign vs. Corporate Debt and Default: More Similar than You Think. (2024). Reinhart, Carmen ; Meyer, Josefin ; Gopinath, Gita ; Trebesch, Christoph.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp2097.

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11. The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_11556.

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12. The impact of macroeconomic and monetary policy shocks on the default risk of the euro-area corporate sector. (2024). PARLAPIANO, FABIO ; lo Duca, Marco ; Moccero, Diego.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1460_24.

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13. Financial shock transmission to heterogeneous firms: the earnings-based borrowing constraint channel. (2023). Schulze, Tatjana ; Grothe, Magdalena ; Chiu, Livia ; van Robays, Ine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232860.

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14. Monetary Policy Shock Transmission in Emerging Markets. (2022). Jabeen, Hummaira.
    In: Journal of Policy Research (JPR).
    RePEc:rfh:jprjor:v:8:y:2022:i:4:p:379-390.

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1. Anderson, G. ; Cesa-Bianchi, A. Crossing the credit channel: credit spreads and firm heterogeneity. 2021 Working Paper. -
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2. Berndt, A. ; Douglas, R. ; Duffie, D. ; Ferguson, M. Corporate credit risk premia. 2018 Rev Financ. 22 419-454

3. Bhamra, H.S. ; Fisher, A.J. ; Kuehn, L.-A. Monetary policy and corporate default. 2011 J Monet Econ. 58 480-494

4. Blanco, R. ; Brennan, S. ; Marsh, I.W. An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps. 2005 J Finance. 60 2255-2281

5. Bu, C. ; Rogers, J. ; Wu, W. A unified measure of fed monetary policy shocks. 2021 J Monet Econ. 118 331-349

6. Chava, S. ; Hsu, A. Financial constraints, monetary policy shocks, and the cross-section of equity returns. 2020 Rev Financ Stud. 33 4367-4402

7. Chen, H. Macroeconomic conditions and the puzzles of credit spreads and capital structure. 2010 J Finance. 65 2171-2212

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11. Friewald, N. ; Wagner, C. ; Zechner, J. The cross-section of credit risk premia and equity returns. 2014 J Finance. 69 2419-2469

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16. Gürkaynak, R.S. ; Sack, B. ; Swanson, E.T. Do actions speak louder than words? the response of asset prices to monetary policy actions and statements. 2005 International Journal of Central Banking. 1 -

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1. “Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices. (2025). Palazzo, Berardino ; Bonelli, Diego ; Yamarthy, Ram S.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2025-02.

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2. The Decline of Too Big to Fail. (2025). Duffie, Darrell ; Zhu, Yichao ; Berndt, Antje.
   In: American Economic Review.
   RePEc:aea:aecrev:v:115:y:2025:i:3:p:945-74.

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3. The myth of tightening credit rating standards in the market for corporate debt. (2024). Staneva, Viktoriya ; Krystyniak, Karolina.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000426.

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4. Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). Boermans, Martijn A ; van der Kroft, Bram.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002212.

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5. Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros ; Lotfi, Somayyeh ; Milidonis, Andreas.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158.

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6. Spare tyres with a hole: investment funds under stress and credit to firms. (2024). Rariga, Judit ; Nicoletti, Giulio ; Dacri, Costanza Rodriguez.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20242917.

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7. Interest Rate Risk in Banking. (2024). Nagel, Stefan ; Krishnamurthy, Arvind ; Demarzo, Peter.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_11581.

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8. Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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9. A Rank Estimator Approach to Modeling Default Frequencies. (2023). Harju, Antti J.
   In: JRFM.
   RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:444-:d:1260309.

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10. Stress relief? Funding structures and resilience to the covid shock. (2023). Reinhardt, Dennis ; Friedrich, Christian ; Forbes, Kristin.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:137:y:2023:i:c:p:47-81.

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11. Short-selling threats and bank risk-taking: Evidence from the financial crisis. (2023). Lin, Chih-Yung ; HASAN, IFTEKHAR ; Nguyen, Hong Thoa ; Bui, Dien Giau.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000596.

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12. Stress Relief? Funding Structures and Resilience to the Covid Shock. (2023). Reinhardt, Dennis ; Friedrich, Christian ; Forbes, Kristin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:23-7.

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13. Composite Likelihood for Stochastic Migration Model with Unobserved Factor. (2023). Jasiak, Joann ; Djogbenou, Antoine ; Bandehali, Maygol ; Gouri, Christian.
    In: Papers.
    RePEc:arx:papers:2109.09043.

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14. What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Yihong, Simon Cottrell ; Ha, Quan Tran.
    In: The Energy Journal.
    RePEc:aen:journl:ej44-5-delpachitra.

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15. Aggregate Risk in the Term Structure of Corporate Credit. (2022). Yamarthy, Ram ; Poeschl, Johannes.
    In: Working Papers.
    RePEc:ofr:wpaper:22-02.

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16. Credit risk and the transmission of interest rate shocks. (2022). Palazzo, Berardino ; Yamarthy, Ram.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:130:y:2022:i:c:p:120-136.

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17. Negative externalities of mutual fund instability: Evidence from leveraged loan funds. (2022). Mahlmann, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s037842662100279x.

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18. Default risk premium and asset prices. (2022). Corvino, Raffaele ; Fusai, Gianluca.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000390.

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19. Jump and volatility risk in the cross-section of corporate bond returns. (2022). Chen, XI ; Wang, Junbo ; Wu, Chunchi.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:60:y:2022:i:c:s138641812200026x.

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20. An empirical evaluation of alternative fundamental models of credit spreads. (2022). Murphy, Austin ; Headley, Adrian.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000904.

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21. Investment Response to Monetary Policy in a Low Interest Rate Environment: Evidence from the ECBs Corporate QE. (2021). Horny, Guillaume ; Kapoor, Supriya.
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:tep1121.

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22. What determines wholesale funding costs of the global systemically important banks?. (2021). Ma, Yihong ; Yu, Xiao ; Cottrell, Simon ; Delpachitra, Sarath.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001564.

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23. To change or not to change? The CDS market response of firms on credit watch. (2021). Norden, Lars ; Kolaric, Sascha ; Kiesel, Florian ; Schiereck, Dirk.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:125:y:2021:i:c:s037842662100025x.

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24. Credit Risk and the Transmission of Interest Rate Shocks. (2020). Palazzo, Berardino ; Yamarthy, Ram.
    In: Working Papers.
    RePEc:ofr:wpaper:20-05.

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25. Is the credit spread puzzle a myth?. (2020). Goldstein, Robert S ; Bai, Jennie ; Yang, Fan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:2:p:297-319.

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26. Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness. (2020). Choi, So Eun ; Jang, Hyun Jin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302973.

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27. Does Borrowing from Banks Cost More than Borrowing from the Market?. (2020). Schwert, Michael.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:2:p:905-947.

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28. Non-performing loans and sovereign credit ratings. (2019). Panagiotidis, Theodore ; Milas, Costas ; Boumparis, Periklis.
    In: Working Paper series.
    RePEc:rim:rimwps:19-13.

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29. The Effect of Systematic Default Risk on Credit Risk Premiums. (2019). Kim, Jungmu.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:21:p:6039-:d:281911.

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30. A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Rodriguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197.

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31. Non-performing loans and sovereign credit ratings. (2019). Panagiotidis, Theodore ; Milas, Costas ; Boumparis, Periklis.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:64:y:2019:i:c:p:301-314.

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32. Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme. (2019). Pennacchi, George ; Jokivuolle, Esa.
    In: ifo DICE Report.
    RePEc:ces:ifodic:v:17:y:2019:i:1:p:50000000005874.

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33. Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme. (2019). Jokivuolle, Esa ; Pennacchi, George.
    In: ifo DICE Report.
    RePEc:ces:ifodic:v:17:y:2019:i:01:p:21-25.

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34. Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12857.

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