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The Credit Spread Puzzle - Myth or Reality?
SSRN Electronic Journal
◽
10.2139/ssrn.2363081
◽
2013
◽
Cited By ~ 6
Author(s):
Peter Feldhhtter
◽
Stephen M. Schaefer
Keyword(s):
Credit Spread
Download Full-text
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References
Credit Spread Widening Risk in Portfolios: Pricing Techniques and Sensitivity Measures
SSRN Electronic Journal
◽
10.2139/ssrn.1088965
◽
2007
◽
Author(s):
Aldo Letizia
Keyword(s):
Credit Spread
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Leverage Choice and Credit Spread Dynamics When Managers Risk Shift
SSRN Electronic Journal
◽
10.2139/ssrn.1343725
◽
2009
◽
Cited By ~ 1
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Murray D. Carlson
◽
Ali Lazrak
Keyword(s):
Credit Spread
◽
Spread Dynamics
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The Equity-Smile and Credit-Spread Puzzles: Are They One and the Same?
SSRN Electronic Journal
◽
10.2139/ssrn.1568734
◽
2010
◽
Cited By ~ 2
Author(s):
Gordon Gemmill
◽
Yiran Yang
Keyword(s):
Credit Spread
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Vulnerability of Risk Management Systems in Credit Spread Widening Scenarios
SSRN Electronic Journal
◽
10.2139/ssrn.1577570
◽
2010
◽
Cited By ~ 1
Author(s):
Aldo Letizia
Keyword(s):
Risk Management
◽
Credit Spread
◽
Management Systems
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Credit Spread Widening Risk and its Effects on Banks' Economic Capital
SSRN Electronic Journal
◽
10.2139/ssrn.1800584
◽
2010
◽
Author(s):
Aldo Letizia
Keyword(s):
Economic Capital
◽
Credit Spread
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Optimal Capital Structure and Credit Spread under Partial Information
SSRN Electronic Journal
◽
10.2139/ssrn.2268514
◽
2012
◽
Author(s):
Jinqiang Yang
◽
Juan Peng
Keyword(s):
Capital Structure
◽
Partial Information
◽
Credit Spread
◽
Optimal Capital Structure
◽
Optimal Capital
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Equity Trading Activity and Credit Spread Shock
SSRN Electronic Journal
◽
10.2139/ssrn.2331698
◽
2013
◽
Author(s):
Vichet Sum
Keyword(s):
Credit Spread
◽
Trading Activity
◽
Equity Trading
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The Agency Credit Spread
SSRN Electronic Journal
◽
10.2139/ssrn.2373423
◽
2013
◽
Cited By ~ 3
Author(s):
Andrea Gamba
◽
Mamen Aranda
◽
Alessio Saretto
Keyword(s):
Credit Spread
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Sovereign Credit Spread, International Influence and Country Governance
SSRN Electronic Journal
◽
10.2139/ssrn.2414467
◽
2014
◽
Author(s):
Biao Guo
◽
Kai Dai
◽
David Newton
Keyword(s):
Credit Spread
◽
Sovereign Credit
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Aggregate Insider Trading and the Prediction of Credit Spread Changes
SSRN Electronic Journal
◽
10.2139/ssrn.2814473
◽
2016
◽
Author(s):
Patrick Hable
Keyword(s):
Insider Trading
◽
Credit Spread
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