Pages that link to "Item:Q395696"
From MaRDI portal
The following pages link to Credit spreads, endogenous bankruptcy and liquidity risk (Q395696):
Displaying 11 items.
- Leverage, options liabilities, and corporate bond pricing (Q1029234) (← links)
- Endogenous credit standards and aggregate fluctuations (Q1655722) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- How do credits dollarize? The role of firm's natural hedges, banks' core and non-core liabilities (Q2300380) (← links)
- ILLIQUIDITY COMPONENT OF CREDIT RISK - THE 2015 LAWRENCE R. KLEIN LECTURE (Q2956888) (← links)
- A Note on Bankruptcy Rules and Credit Constraints in Temporary Equilibrium (Q3823368) (← links)
- Endogenous Liquidity and Defaultable Bonds (Q4615884) (← links)
- Yield Spreads and the Corporate Bond Rollover Channel (Q5113234) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
- Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads* (Q5378888) (← links)