Impact of Multiple CDO Ratings on Credit Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.1341544 ◽

2009 ◽

Author(s):

Stefan Morkoetter ◽

Simone Westerfeld

Keyword(s):

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Another Look at the Relation between Credit Spreads and Interest Rates

10.2469/dig.v38.n1.9 ◽

2008 ◽

Vol 38 (1) ◽

pp. 20-22

Author(s):

Deborah Kidd

Keyword(s):

Interest Rates ◽

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Credit spreads explained

The Journal of Credit Risk ◽

10.21314/jcr.2005.009 ◽

2005 ◽

Vol 1 (2) ◽

pp. 61-78 ◽

Author(s):

Dominic O’Kane ◽

Saurav Sen

Keyword(s):

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Default Risk Explains Main Part of Corporate Credit Spreads: Evidence from Multi-Period Non-Merton Model

SSRN Electronic Journal ◽

10.2139/ssrn.1087888 ◽

2010 ◽

Author(s):

Leonid V. Philosophov ◽

Vladimir L. Philosophov

Keyword(s):

Default Risk ◽

Main Part ◽

Credit Spreads ◽

Merton Model ◽

Corporate Credit

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Corporate Bond Credit Spreads and Forecast Dispersion

SSRN Electronic Journal ◽

10.2139/ssrn.1108525 ◽

2007 ◽

Author(s):

Levent Guntay ◽

Dirk Hackbarth

Keyword(s):

Corporate Bond ◽

Credit Spreads ◽

Forecast Dispersion

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Sarbanes-Oxley Act and Corporate Credit Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.1360050 ◽

2009 ◽

Author(s):

Ali Nejadmalayeri ◽

Takeshi Nishikawa ◽

Ramesh P. Rao

Keyword(s):

Credit Spreads ◽

Corporate Credit ◽

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Pricing of Leveraged Buyout Risk in Credit Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.1528789 ◽

2009 ◽

Author(s):

Yael Eisenthal-Berkovitz

Keyword(s):

Credit Spreads ◽

Leveraged Buyout

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Anchoring Corporate Credit Spreads to Firm Fundamentals: A New Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.1717794 ◽

2010 ◽

Author(s):

Jennie Bai ◽

Liuren Wu

Keyword(s):

Credit Spreads ◽

Corporate Credit ◽

New Perspective

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Optimal Capital Structure, Corporate Debt Valuation and Credit Spreads under State-Dependent Volatility and Jump Process Asset Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.1960688 ◽

2012 ◽

Author(s):

Stylianos Perrakis ◽

Rui Zhong

Keyword(s):

Capital Structure ◽

Jump Process ◽

Credit Spreads ◽

Corporate Debt ◽

Optimal Capital Structure ◽

State Dependent ◽

Optimal Capital ◽

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A Stochastic Model for Credit Spreads Under a Risk-Neutral Framework Through the Use of an Extended Version of the Jarrow, Lando and Turnbull Model

SSRN Electronic Journal ◽

10.2139/ssrn.1964459 ◽

2011 ◽

Author(s):

Ludovic Dubrana

Keyword(s):

Stochastic Model ◽

Credit Spreads ◽

Extended Version ◽

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Credit Spreads and Regime Shifts: Evidence from the 2008 Financial Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.2154753 ◽

2012 ◽

Author(s):

Ivelina Pavlova ◽

Ann Marie Hibbert ◽

Joel R. Barber ◽

Krishnan Dandapani

Keyword(s):

Financial Crisis ◽

Regime Shifts ◽

Credit Spreads ◽

2008 Financial Crisis ◽

The 2008 Financial Crisis

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