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Conditional Inferences Based on Vine Copulas with Applications to Credit Spread Data of Corporate Bonds.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 714, doi. 10.1093/jjfinec/nbab016
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- Article
The Burden of National Debt: Evidence from Mergers and Acquisitions.
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- Review of Corporate Finance Studies, 2024, v. 13, n. 2, p. 583, doi. 10.1093/rcfs/cfac018
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- Article
Extending the Merton model with applications to credit value adjustment.
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- Annals of Operations Research, 2023, v. 326, n. 1, p. 27, doi. 10.1007/s10479-023-05289-3
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- Article
Sovereign bond market integration in the euro area: a new empirical conceptualization.
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- Annals of Operations Research, 2022, v. 318, n. 1, p. 147, doi. 10.1007/s10479-022-04847-5
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- Article
A defaultable bond model with cyclical fluctuations in the spread process.
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- Annals of Operations Research, 2022, v. 312, n. 2, p. 647, doi. 10.1007/s10479-021-04471-9
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- Article
World Uncertainty Indices, Financial Markets, and U.S. GDP Growth.
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- Journal of Accounting & Finance (2158-3625), 2023, v. 23, n. 4, p. 20
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- Article
Lost in noise? Some thoughts on the use of machine learning in financial market risk measurement.
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- Journal of Risk Management in Financial Institutions, 2023, v. 17, n. 1, p. 43, doi. 10.69554/agfe5553
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- Article
Fiscal Limits and the Pricing of Eurobonds.
- Published in:
- Management Science, 2024, v. 70, n. 2, p. 1216, doi. 10.1287/mnsc.2023.4740
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- Article
The Economic Value of Blockchain Applications: Early Evidence from Asset-Backed Securities.
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- Management Science, 2024, v. 70, n. 1, p. 439, doi. 10.1287/mnsc.2023.4671
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- Article
Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads.
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- Management Science, 2023, v. 69, n. 7, p. 4331, doi. 10.1287/mnsc.2022.4529
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- Article
The Effect of Government Reference Bonds on Corporate Borrowing Costs: Evidence from a Natural Experiment.
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- Management Science, 2023, v. 69, n. 7, p. 4051, doi. 10.1287/mnsc.2022.4499
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- Article
Friendly Boards and the Cost of Debt.
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- Journal of Risk & Financial Management, 2024, v. 17, n. 7, p. 291, doi. 10.3390/jrfm17070291
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- Article
Credit Risk Management and US Bank-Holding Companies: An Empirical Investigation.
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- Journal of Risk & Financial Management, 2024, v. 17, n. 2, p. 56, doi. 10.3390/jrfm17020056
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- Article
Effect of Yield Spreads (State Bonds) on Economic Growth Performance in Indonesia.
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- Journal of Risk & Financial Management, 2023, v. 16, n. 3, p. 175, doi. 10.3390/jrfm16030175
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- Article
Municipal Net Revenue, Economic Activity, and the Cost of Borrowing.
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- Journal of Governmental & Non Profit Accounting, 2022, v. 11, n. 1, p. 59, doi. 10.2308/JOGNA-2020-008
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- Article
Bank competition and the design of syndicated loans.
- Published in:
- Financial Review, 2024, v. 59, n. 1, p. 227, doi. 10.1111/fire.12359
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- Article
Charge-offs, Defaults and the Financial Accelerator.
- Published in:
- B.E. Journal of Macroeconomics, 2023, v. 23, n. 1, p. 427, doi. 10.1515/bejm-2021-0078
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- Article
Does BRRD mitigate the bank-to-sovereign risk channel?
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- PLoS ONE, 2024, v. 19, n. 4, p. 1, doi. 10.1371/journal.pone.0292040
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- Article
Climate, race, and the cost of capital in the municipal bond market.
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- PLoS ONE, 2023, v. 18, n. 8, p. 1, doi. 10.1371/journal.pone.0288979
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- Article
Robust Bond Portfolio Construction via Convex–Concave Saddle Point Optimization.
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- Journal of Optimization Theory & Applications, 2024, v. 201, n. 3, p. 1089, doi. 10.1007/s10957-024-02436-z
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- Article
Forecasting cryptocurrencies returns: Do macroeconomic and financial variables improve tail expectation predictions?
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- Quality & Quantity, 2024, v. 58, n. 3, p. 2647, doi. 10.1007/s11135-023-01761-1
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- Article
A Novel Methodology for Credit Spread Prediction: Depth-Gated Recurrent Neural Network with Self-Attention Mechanism.
- Published in:
- Mathematical Problems in Engineering, 2022, p. 1, doi. 10.1155/2022/2557865
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- Article
Political Risk, Populism and the Economy.
- Published in:
- Economic Journal, 2023, v. 133, n. 653, p. 1677, doi. 10.1093/ej/uead017
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- Article
The double‐edged sword of going "overboard": Board connectedness, debt quality, and the cost of debt.
- Published in:
- Canadian Journal of Administrative Sciences (John Wiley & Sons, Inc.), 2024, v. 41, n. 2, p. 212, doi. 10.1002/cjas.1736
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- Article
Ensemble Spread Behavior in Coupled Climate Models: Insights From the Energy Exascale Earth System Model Version 1 Large Ensemble.
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- Journal of Advances in Modeling Earth Systems, 2023, v. 15, n. 7, p. 1, doi. 10.1029/2023MS003653
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- Publication type:
- Article
Türkiye Ekonomisinde Getiri Farkı ve Ekonomik Büyüme İlişkisinin Quantile-on-Quantile Regresyon Yöntemiyle İncelenmesi.
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- Uluslararasi Ekonomi ve Yenilik Dergisi, 2023, v. 9, n. 2, p. 317, doi. 10.20979/ueyd.1348914
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- Article
Climate Change and Political Instability in Equatorial Eastern Africa, 1876-84.
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- International Journal of African Historical Studies, 2022, v. 55, n. 2, p. 207
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- Article
Pricing a Defaultable Zero-Coupon Bond under Imperfect Information and Regime Switching.
- Published in:
- Mathematics (2227-7390), 2024, v. 12, n. 17, p. 2740, doi. 10.3390/math12172740
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- Article
An Enhanced Credit Risk Evaluation by Incorporating Related Party Transaction in Blockchain Firms of China.
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- Mathematics (2227-7390), 2024, v. 12, n. 17, p. 2673, doi. 10.3390/math12172673
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- Article
Default Probabilities and the Credit Spread of Mexican Companies: The Modified Merton Model.
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- Mathematics (2227-7390), 2023, v. 11, n. 20, p. 4397, doi. 10.3390/math11204397
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- Article
Interactions of Logistic Distribution to Credit Valuation Adjustment: A Study on the Associated Expected Exposure and the Conditional Value at Risk.
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- Mathematics (2227-7390), 2022, v. 10, n. 20, p. 3828, doi. 10.3390/math10203828
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- Article
選擇權隱含波動率偏斜價差交易之 應用方法與實證研究 — 以台指選擇權為例.
- Published in:
- Commerce & Management Quarterly, 2022, v. 23, n. 1, p. 1
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- Article
Flight from Liquidity and Corporate Bond Yields.
- Published in:
- Financial Markets, Institutions & Instruments, 2023, v. 32, n. 5, p. 255, doi. 10.1111/fmii.12182
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- Article
Across‐the‐Curve Credit Spread Indices.
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- Financial Markets, Institutions & Instruments, 2023, v. 32, n. 3, p. 115, doi. 10.1111/fmii.12172
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- Article
Longitudinal accounting comparability and bond credit spreads: Evidence from China.
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- Accounting & Finance, 2023, v. 63, n. 2, p. 1953, doi. 10.1111/acfi.12939
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- Article
Does reputation matter? Evidence on spatial competition in China's bond market.
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- Accounting & Finance, 2023, v. 63, p. 1533, doi. 10.1111/acfi.12996
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- Article
The impacts of political uncertainty on public financing costs: evidence from anti-corruption investigations in China.
- Published in:
- Public Choice, 2024, v. 198, n. 1/2, p. 69, doi. 10.1007/s11127-023-01111-7
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- Article
MECANISMO DE TRANSMISSÃO DA POLÍTICA MONETÁRIA: CANAL DO CRÉDITO NA ECONOMIA BRASILEIRA - UMA ABORDAGEM COM VAR CLÁSSICO E BAYESIANO.
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- Revista de Economia Mackenzie, 2022, v. 19, n. 2, p. 188, doi. 10.5935/1808-2785/rem.v19n2p.188-229
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- Article
Grapevine Pinot gris virus spreads in infected vineyards: latent infections have no direct impact on grape production.
- Published in:
- Virology Journal, 2024, v. 21, n. 1, p. 1, doi. 10.1186/s12985-024-02453-4
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- Article
Endogenous Uncertainty and Credit Crunches.
- Published in:
- Review of Economic Studies, 2024, v. 91, n. 5, p. 3085, doi. 10.1093/restud/rdad110
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- Article
Development of a Decision Matrix for National Weather Service Red Flag Warnings.
- Published in:
- Fire (2571-6255), 2023, v. 6, n. 4, p. 168, doi. 10.3390/fire6040168
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- Publication type:
- Article
Fama–French–Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020.
- Published in:
- International Journal of Financial Studies, 2023, v. 11, n. 1, p. 12, doi. 10.3390/ijfs11010012
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- Article
Consensus credit ratings: a view from banks.
- Published in:
- Review of Accounting Studies, 2024, v. 29, n. 3, p. 2391, doi. 10.1007/s11142-024-09835-7
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- Publication type:
- Article
Real earnings management through syndicated lending.
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- Review of Accounting Studies, 2022, v. 27, n. 4, p. 1157, doi. 10.1007/s11142-021-09607-7
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- Publication type:
- Article
SARS-CoV-2 RBD protein enhances the oncolytic activity of the vesicular stomatitis virus.
- Published in:
- Frontiers in Immunology, 2023, v. 14, p. 1, doi. 10.3389/fimmu.2023.1082191
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- Article
Credit spreads in the European green bond market: A daily analysis of the COVID‐19 pandemic impact.
- Published in:
- Journal of International Financial Management & Accounting, 2022, v. 33, n. 3, p. 383, doi. 10.1111/jifm.12150
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- Article
Einsatz des neuen EZB-Notfallprogramms TPI bisher nicht erforderlich.
- Published in:
- Deutsches Institut für Wirtschaftsforschung: DIW-Wochenbericht, 2022, n. 40, p. 512, doi. 10.18723/diw_wb:2022-40-1
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- Article
Correction to: A Dynamic Theory of Lending Standards.
- Published in:
- 2024
- Publication type:
- Correction Notice
Selective Default Expectations.
- Published in:
- Review of Financial Studies, 2024, v. 37, n. 6, p. 1979, doi. 10.1093/rfs/hhad087
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- Publication type:
- Article
High Inflation: Low Default Risk and Low Equity Valuations.
- Published in:
- Review of Financial Studies, 2023, v. 36, n. 3, p. 1192, doi. 10.1093/rfs/hhac021
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- Article