9
H index
9
i10 index
1022
Citations
University of California-Davis | 9 H index 9 i10 index 1022 Citations RESEARCH PRODUCTION: 9 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jens Hilscher. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Corporate Finance | 3 |
Review of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Brandeis University, Department of Economics and International Businesss School | 7 |
Scholarly Articles / Harvard University Department of Economics | 2 |
Year | Title of citing document | |
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2022 | What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274. Full description at Econpapers || Download paper | |
2020 | Contingent Convertible Bonds in Financial Networks. (2020). Tantari, Daniele ; Sala, Carlo ; Calice, Giovanni . In: Papers. RePEc:arx:papers:2009.00062. Full description at Econpapers || Download paper | |
2021 | Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models. (2021). Chlebus, Marcin ; Ogonowski, Dominik ; Kozak, Anna ; Gosiewska, Alicja ; Gajda, Janusz ; Biecek, Przemyslaw ; Wojewnik, Piotr ; Sztachelski, Jakub. In: Papers. RePEc:arx:papers:2104.06735. Full description at Econpapers || Download paper | |
2021 | Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk. (2021). Quintos, Alejandra ; Protter, Philip ; Jarrow, Robert. In: Papers. RePEc:arx:papers:2110.10936. Full description at Econpapers || Download paper | |
2021 | CREWS: a CAMELS-based early warning system of systemic risk in the banking sector. (2021). Galan, Jorge E. In: Occasional Papers. RePEc:bde:opaper:2132. Full description at Econpapers || Download paper | |
2021 | A liquidity risk early warning indicator for Italian banks: a machine learning approach. (2021). Nobili, Stefano ; Drudi, Maria Ludovica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1337_21. Full description at Econpapers || Download paper | |
2021 | Collateral in bank lending during the financial crises:a borrower and a lender story.. (2021). Affinito, Massimiliano ; Stacchini, Massimiliano ; Sabatini, Fabiana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1352_21. Full description at Econpapers || Download paper | |
2021 | Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918. Full description at Econpapers || Download paper | |
2020 | The financial distress pricing puzzle in banking firms. (2020). Lee, Inro ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1351-1384. Full description at Econpapers || Download paper | |
2020 | Estimating the rank of a beta matrix: a GMM approach. (2020). Wang, Qin ; Ren, YU. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4147-4173. Full description at Econpapers || Download paper | |
2020 | Environmental, social, and governance practices and perceived tail risk. (2020). Szado, Edward ; Shafer, Michael. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4195-4224. Full description at Econpapers || Download paper | |
2020 | Determinants and consequences of financial distress: review of the empirical literature. (2020). Sun, LI ; Uddin, Md Borhan ; Huang, Hedy Jiaying ; D'Costa, Mabel ; Habib, Ahsan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1023-1075. Full description at Econpapers || Download paper | |
2021 | Modelling of Chinese corporate bond default – A machine learning approach. (2021). Zhuo, Zhuyao ; Lu, Zhou. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6147-6191. Full description at Econpapers || Download paper | |
2022 | Inflation and public debt reversals in advanced economies. (2022). Matsuoka, Hideaki ; Fukunaga, Ichiro ; Komatsuzaki, Takuji. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:40:y:2022:i:1:p:124-137. Full description at Econpapers || Download paper | |
2020 | Do bankers on the board reduce crash risk?. (2020). Liao, Qunfeng ; Kim, Hany ; Kang, Minjung. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:684-723. Full description at Econpapers || Download paper | |
2022 | Geographic proximity and price efficiency: Evidence from high?speed railway connections between firms and financial centers. (2022). Shen, Tao ; Qu, Yuanyu ; Gao, Hao. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:117-141. Full description at Econpapers || Download paper | |
2021 | Contagion of fear: Is the impact of COVID?19 on sovereign risk really indiscriminate?. (2021). Cevik, Serhan ; Ozturkkal, Belma. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:134-154. Full description at Econpapers || Download paper | |
2021 | Public debt, sovereign spreads and the unpleasant arithmetic of fiscal consolidations. (2021). Minetti, Raoul ; Marattin, Luigi ; di Pietro, Marco. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:155-178. Full description at Econpapers || Download paper | |
2020 | The q?Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides. (2020). Lee, Chang Jun ; Kang, Jangkoo ; Min, Byoungkyu ; Roh, Taiyong. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:4:p:897-921. Full description at Econpapers || Download paper | |
2020 | The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2020). Hirshleifer, David ; Chu, Yongqiang ; Ma, Liang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2631-2672. Full description at Econpapers || Download paper | |
2020 | Lowâ€Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718. Full description at Econpapers || Download paper | |
2020 | A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2809-2844. Full description at Econpapers || Download paper | |
2020 | Safety Transformation and the Structure of the Financial System. (2020). Diamond, William. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:2973-3012. Full description at Econpapers || Download paper | |
2021 | Convergence in Sovereign Debt Defaults: Quantifying the Roles of Institutions. (2021). Inekwe, John ; Bhattacharya, Mita. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:792-811. Full description at Econpapers || Download paper | |
2021 | Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938. Full description at Econpapers || Download paper | |
2021 | Fiscal Deficits, Bank Credit Risk, and Loan-Loss Provisions. (2021). Gurgel, Felipe Bastos. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:56:y:2021:i:5:p:1537-1589_2. Full description at Econpapers || Download paper | |
2021 | The Effect of Financial Distress Probability, Firm Size and Liquidity on Stock Return of Energy Users Companies in Indonesia. (2021). Ihsan, Fikri M ; Fachrudin, Khaira Amalia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-36. Full description at Econpapers || Download paper | |
2021 | A horse race of models and estimation methods for predicting bankruptcy. (2021). Yeung, Danny ; Bird, Ron ; Lu, Yue ; Almaskati, Nawaf. In: Advances in accounting. RePEc:eee:advacc:v:52:y:2021:i:c:s0882611021000018. Full description at Econpapers || Download paper | |
2021 | Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701. Full description at Econpapers || Download paper | |
2021 | Does investor attention matter for market anomalies?. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303804. Full description at Econpapers || Download paper | |
2020 | Limited investor attention, relative fundamental strength, and the cross-section of stock returns. (2020). Chen, Min ; Yung, Kenneth ; Sun, Licheng ; Zhu, Zhaobo. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300848. Full description at Econpapers || Download paper | |
2021 | Distress risk anomaly and misvaluation. (2021). Panayides, Photis M ; Lambertides, Neophytos ; Andreou, Christoforos K. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838920300925. Full description at Econpapers || Download paper | |
2020 | The differential impact of leverage on the default risk of small and large firms. (2020). Rossi, Ludovico ; Varotto, Simone ; Dufour, Alfonso ; Cathcart, Lara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918305443. Full description at Econpapers || Download paper | |
2020 | Does operating risk affect portfolio risk? Evidence from insurers securities holding. (2020). Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300237. Full description at Econpapers || Download paper | |
2020 | Selling to buy: Asset sales and acquisitions. (2020). Petmezas, Dimitris ; Travlos, Nickolaos G ; McNamee, Nathan P ; Mavis, Christos P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300316. Full description at Econpapers || Download paper | |
2020 | Optimal terms of contingent capital, incentive effects, and capital structure dynamics. (2020). Tsyplakov, Sergey ; Himmelberg, Charles P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300791. Full description at Econpapers || Download paper | |
2021 | Bond covenants, bankruptcy risk, and the cost of debt. (2021). Qi, Yaxuan ; Mansi, Sattar A ; Wald, John K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302431. Full description at Econpapers || Download paper | |
2021 | The differential impact of corporate blockchain-development as conditioned by sentiment and financial desperation. (2021). Corbet, Shaen ; Cioroianu, Iulia ; Larkin, Charles. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302583. Full description at Econpapers || Download paper | |
2021 | Financial distress risk and stock price crashes. (2021). Lambertides, Neophytos ; Andreou, Panayiotis C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s092911992030314x. Full description at Econpapers || Download paper | |
2021 | Do multiple credit ratings reduce money left on the table? Evidence from U.S. IPOs. (2021). Koutroumpis, Panagiotis ; Gounopoulos, Dimitrios ; Goergen, Marc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000195. Full description at Econpapers || Download paper | |
2021 | CEO early-life disaster experience and stock price crash risk. (2021). Fan, Qingliang (Michael) ; Chen, Yangyang ; Zolotoy, Leon ; Yang, Xin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000493. Full description at Econpapers || Download paper | |
2021 | Same firm, two volatilities: How variance risk is priced in credit and equity markets. (2021). Tortorice, Daniel ; Kita, Arben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921000055. Full description at Econpapers || Download paper | |
2021 | Credit ratings and acquisitions. (2021). Servaes, Henri ; Karampatsas, Nikolaos ; Petmezas, Dimitris ; Aktas, Nihat. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001073. Full description at Econpapers || Download paper | |
2020 | CDS Returns. (2020). Xu, Haohua ; Saleh, Fahad ; Augustin, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301457. Full description at Econpapers || Download paper | |
2021 | The role of the leverage effect in the price discovery process of credit markets. (2021). Zimmermann, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302013. Full description at Econpapers || Download paper | |
2021 | Monetary Policy with a State-Dependent Inflation Target in a Behavioral Two-Country Monetary Union Model. (2021). Lojak, Benjamin ; Proao, Christian R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001718. Full description at Econpapers || Download paper | |
2022 | Government subsidies, enterprise operating efficiency, and “stiff but deathless” zombie firms. (2022). Fei, Junjun ; Qiao, LU. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003175. Full description at Econpapers || Download paper | |
2022 | Leverage, competition and financial distress hazard: Implications for capital structure in the presence of agency costs. (2022). Zeynalov, Ayaz ; Solomon, Edna ; Ugur, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003291. Full description at Econpapers || Download paper | |
2020 | Does corporate social responsibility reduce financial distress risk?. (2020). Saeed, Asif ; Manita, Riadh ; Cellier, Alexis ; Boubaker, Sabri. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:835-851. Full description at Econpapers || Download paper | |
2020 | Credit risk – Return puzzle: Evidence from India. (2020). Bhandari, Anup Kumar ; Nedumparambil, Elizabeth. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:195-206. Full description at Econpapers || Download paper | |
2020 | Determinants of corporate default risk in China: The role of financial constraints. (2020). Liu, Ding ; Xu, Liao ; Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:87-98. Full description at Econpapers || Download paper | |
2020 | Does bank capitalization matter for bank stock returns?. (2020). Scholtens, Bert ; Huang, Qiubin ; de Haan, Jakob. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300681. Full description at Econpapers || Download paper | |
2020 | Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market. (2020). Eom, Cheoljun ; Tsai, Ping-Chen ; Park, Jongwon ; Van Hai, Hoang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301637. Full description at Econpapers || Download paper | |
2021 | Contingent capital, Tobin’s q and corporate capital structure. (2021). Yang, BO ; Gan, Liu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301935. Full description at Econpapers || Download paper | |
2021 | Corporate governance and the insolvency risk of financial institutions. (2021). Hussain, Nazim ; Iqbal, Jamshed ; Ali, Searat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301996. Full description at Econpapers || Download paper | |
2021 | The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Andrieș, Alin Marius ; Sprincean, Nicu ; Ongena, Steven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431. Full description at Econpapers || Download paper | |
2021 | Large portfolio losses in a turbulent market. (2021). Yang, Yang ; Tong, Zhiwei ; Tang, Qihe. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:2:p:755-769. Full description at Econpapers || Download paper | |
2022 | Suppliers’ trade credit strategies with transparent credit ratings: Null, exclusive, and nonchalant provision. (2022). Zhao, Ruiqing ; Li, Xiang ; Wang, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:153-163. Full description at Econpapers || Download paper | |
2022 | Benchmarking forecast approaches for mortgage credit risk for forward periods. (2022). Scheule, Harald ; Luong, Thi Mai. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:750-767. Full description at Econpapers || Download paper | |
2021 | On the prediction of financial distress in emerging markets: What matters more? Empirical evidence from Arab spring countries. (2021). Elbannan, Mona A. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014121000145. Full description at Econpapers || Download paper | |
2020 | Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18. Full description at Econpapers || Download paper | |
2020 | Innovate or die: Corporate innovation and bankruptcy forecasts. (2020). Tian, Shaonan ; Bai, Qing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:88-108. Full description at Econpapers || Download paper | |
2021 | Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings. (2021). Sextroh, Christoph J ; Merkle, Christoph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:159-178. Full description at Econpapers || Download paper | |
2021 | Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies. (2021). Wang, Qingwei ; Mazouz, Khelifa ; Ding, Wenjie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:42-56. Full description at Econpapers || Download paper | |
2021 | Carbon emissions and credit ratings. (2021). Kabir, Md Nurul ; Safiullah, MD ; Miah, Mohammad Dulal. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100236x. Full description at Econpapers || Download paper | |
2020 | Profitability of momentum strategies in Latin America. (2020). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301460. Full description at Econpapers || Download paper | |
2020 | Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301605. Full description at Econpapers || Download paper | |
2020 | Do narrative-related disclosures predict corporate failure? Evidence from UK non-financial publicly quoted firms. (2020). Elsayed, Mohamed ; el Sayed, Mohamed ; Elshandidy, Tamer. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030199x. Full description at Econpapers || Download paper | |
2021 | Bail-in vs bail-out: Bank resolution and liability structure. (2021). Tarelli, Andrea ; Sbuelz, Alessandro ; Leanza, Luca. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302830. Full description at Econpapers || Download paper | |
2021 | Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866. Full description at Econpapers || Download paper | |
2021 | A network perspective of comovement and structural change: Evidence from the Chinese stock market. (2021). Deng, Yunke ; Huang, Chuangxia ; Yang, Xin ; Cao, Jinde. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001125. Full description at Econpapers || Download paper | |
2021 | Chinese corporate distress prediction using LASSO: The role of earnings management. (2021). Lou, Chenxin ; Li, Chunyu ; Xing, Kai ; Luo, Dan. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001174. Full description at Econpapers || Download paper | |
2021 | Can the probability of extreme returns be the basis for profitable portfolios? Evidence from China. (2021). Xiong, Xiong ; Fan, Ruixin ; Gao, YA. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001204. Full description at Econpapers || Download paper | |
2021 | Idiosyncratic skewness and cross-section of stock returns: Evidence from Taiwan. (2021). Lin, Yu-Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001514. Full description at Econpapers || Download paper | |
2020 | Golden geese or black sheep: Are stakeholders the saviors or saboteurs of financial distress?. (2020). Dumitrescu, Ariadna ; Zakriya, Mohammed ; el Hefnawy, Menatalla. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319307378. Full description at Econpapers || Download paper | |
2021 | Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921. Full description at Econpapers || Download paper | |
2022 | Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239. Full description at Econpapers || Download paper | |
2022 | Crash probability anomaly in the Chinese stock market. (2022). Tong, Xiangda ; Niu, Hui ; Fang, YI. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001434. Full description at Econpapers || Download paper | |
2020 | Credit default swaps and market information. (2020). Osano, Hiroshi. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830257x. Full description at Econpapers || Download paper | |
2021 | Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors. (2021). Procasky, William J. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300501. Full description at Econpapers || Download paper | |
2021 | Asymmetric information in the equity market and information flow from the equity market to the CDS market. (2021). Park, Yuen Jung ; Kim, Tong Suk. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300768. Full description at Econpapers || Download paper | |
2021 | Debt holder monitoring and implicit guarantees: Did the BRRD improve market discipline?. (2021). Cutura, Jannic Alexander. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000395. Full description at Econpapers || Download paper | |
2021 | Internationalization, foreign complexity and systemic risk: Evidence from European banks. (2021). Nyola, Annick Pamen ; Bakkar, Yassine. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000528. Full description at Econpapers || Download paper | |
2021 | Affiliated bankers on board and firm environmental management: U.S. evidence. (2021). Wang, Haizhi ; Li, Hui ; Jin, Dawei ; Zhao, Hong. In: Journal of Financial Stability. RePEc:eee:finsta:v:57:y:2021:i:c:s1572308921001108. Full description at Econpapers || Download paper | |
2021 | Sovereign credit ratings: Discovering unorthodox factors and variables. (2021). Teo, Wing Leong ; Chit, Myint Moe ; Choy, Swee Yew. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300120. Full description at Econpapers || Download paper | |
2021 | Asset liquidity, business risk, and beta. (2021). Nejadmalayeri, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301319. Full description at Econpapers || Download paper | |
2020 | Sovereign and private default risks over the business cycle. (2020). Kaas, Leo ; Mellert, Jan ; Scholl, Almuth. In: Journal of International Economics. RePEc:eee:inecon:v:123:y:2020:i:c:s002219962030012x. Full description at Econpapers || Download paper | |
2020 | Infation, default and sovereign debt: The role of denomination and ownership. (2020). Sunder-Plassmann, Laura. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620301082. Full description at Econpapers || Download paper | |
2021 | In search of distress risk in emerging markets. (2021). Haas, Adam ; Chari, Anusha ; Asis, Gonzalo. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000404. Full description at Econpapers || Download paper | |
2021 | Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach. (2021). Ehouman, Yao Axel. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:76-97. Full description at Econpapers || Download paper | |
2021 | On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330. Full description at Econpapers || Download paper | |
2021 | Is solicitation status related to rating conservatism and rating quality?. (2021). Moreira, Fernando ; Zhao, Sheng ; Wang, Tong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000603. Full description at Econpapers || Download paper | |
2021 | Corporate social responsibility and the term structure of CDS spreads. (2021). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Gao, Feng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001232. Full description at Econpapers || Download paper | |
2021 | The leverage anomaly in U.S. bank stock returns. (2021). Venmans, Frank. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001384. Full description at Econpapers || Download paper | |
2020 | Market uncertainty and the importance of media coverage at earnings announcements. (2020). Green, Jeremiah ; Bonsall, Samuel B ; Muller, Karl A. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:69:y:2020:i:1:s016541011930059x. Full description at Econpapers || Download paper | |
2020 | Identifying the risk-Taking channel of monetary transmission and the connection to economic activity. (2020). Segev, Nimrod. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301163. Full description at Econpapers || Download paper | |
2020 | The economic record of the government and sovereign bond and stock returns around national elections. (2020). , Timoplaga ; Plaga, Timo ; Eichler, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620300996. Full description at Econpapers || Download paper | |
2020 | The correlation structure of anomaly strategies. (2020). Lu, Helen ; Geertsema, Paul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301965. Full description at Econpapers || Download paper | |
2020 | Performance of default-risk measures: the sample matters. (2020). Muga, Luis ; Sanchez, Santiago ; Gonzalez-Urteaga, Ana ; Abinzano, Isabel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302211. Full description at Econpapers || Download paper | |
2021 | Momentum life cycle, revisited. (2021). Rhee, Ghon S ; Hsieh, Chia-Hsun ; Chou, Pin-Huang ; Chen, Tsung-Yu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000777. Full description at Econpapers || Download paper | |
2021 | Downside risk and the performance of volatility-managed portfolios. (2021). Yan, Xuemin Sterling ; Wang, Feifei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001576. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2008 | In Search of Distress Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 534 |
2005 | In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 534 | paper | |
2008 | In Search of Distress Risk.(2008) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 534 | paper | |
2006 | In Search of Distress Risk.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 534 | paper | |
2005 | In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 534 | paper | |
2011 | Credit ratings and credit risk In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2013 | Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions.(2013) In: Journal of Corporate Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2012 | Are credit default swaps a sideshow? Evidence that Information Flows from Equity to CDS Markets In: Working Papers. [Full Text][Citation analysis] | paper | 36 |
2015 | Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets.(2015) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
2011 | Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2013 | Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics.(2013) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2012 | Inflation Derivatives Under Inflation Target Regimes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Inflation Derivatives Under Inflation Target Regimes.(2013) In: Journal of Futures Markets. [Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2014 | Bank stability and market discipline: The effect of contingent capital on risk taking and default probability In: Working Papers. [Full Text][Citation analysis] | paper | 69 |
2014 | Bank stability and market discipline: The effect of contingent capital on risk taking and default probability.(2014) In: Journal of Corporate Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | article | |
2014 | Inflating Away the Public Debt? An Empirical Assessment In: Working Papers. [Full Text][Citation analysis] | paper | 64 |
2014 | Inflating Away the Public Debt? An Empirical Assessment.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2022 | Inflating away the public debt? An empirical assessment.(2022) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2014 | Inflating Away the Public Debt? An Empirical Assessment.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2007 | Is the corporate bond market forward looking? In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2021 | Optimal regulation, executive compensation and risk taking by financial institutions In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles. [Full Text][Citation analysis] | paper | 34 |
2017 | Credit Ratings and Credit Risk: Is One Measure Enough? In: Management Science. [Full Text][Citation analysis] | article | 15 |
2007 | Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] | paper | 220 |
2010 | Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt.(2010) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 220 | article | |
2021 | Designing bankers pay: Using contingent capital to reduce risk-shifting In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
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