8
H index
8
i10 index
889
Citations
University of California-Davis | 8 H index 8 i10 index 889 Citations RESEARCH PRODUCTION: 8 Articles 16 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 | 2 |
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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2020 | 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 | Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). 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 |
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 |
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 |
2020 | Sovereign Debt Crisis in Portugal and Spain. (2020). Afonso, Antonio ; Verdial, Nuno. In: EconPol Working Paper. RePEc:ces:econwp:_40. Full description at Econpapers || Download paper |
2020 | Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization. (2020). Kirchner, Markus ; Rieth, Malte. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:896. Full description at Econpapers || Download paper |
2020 | Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-31. 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 |
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 |
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 |
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 | Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil. (2020). Souza, Ivan ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302316. 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 |
2020 | Limiting risk premia in EMEs: The role of FX reserves. (2020). Kohlscheen, Emanuel. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s016517652030344x. 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 |
2020 | Oil market conditions and sovereign risk in MENA oil exporters and importers. (2020). Roubaud, David ; Kachacha, Imad ; Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306603. 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 |
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 |
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 |
2020 | Sovereign bonds, coskewness, and monetary policy regimes. (2020). Wald, John K ; Li, Yulin ; Wang, Zijun. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300826. 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 |
2020 | Role of capital flight as a driver of sovereign bond spreads in Latin American countries. (2020). Sebri, Maamar ; Smida, Mounir ; Dachraoui, Hajer. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:15-33. 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 | How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285. 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 |
2020 | Internationalization and firm default risk: The roles of environmental dynamism and marketing capability. (2020). Ding, Zhihua ; Sun, Wenbin ; Cui, Kacie ; Xu, Xiaobo. In: Journal of Business Research. RePEc:eee:jbrese:v:121:y:2020:i:c:p:142-153. Full description at Econpapers || Download paper |
2020 | Hype or help? Journalists’ perceptions of mispriced stocks. (2020). Jacobs, Heiko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:550-565. Full description at Econpapers || Download paper |
2020 | Shorting flows, public disclosure, and market efficiency. (2020). Wang, Xue ; Zheng, Lingling ; Yan, Xuemin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:191-212. Full description at Econpapers || Download paper |
2020 | Show me the money: The monetary policy risk premium. (2020). Ozdagli, Ali ; Velikov, Mihail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:320-339. Full description at Econpapers || Download paper |
2020 | Risky bank guarantees. (2020). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Makinen, Taneli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:490-522. Full description at Econpapers || Download paper |
2020 | Security analysts and capital market anomalies. (2020). Li, Frank Weikai ; Guo, LI ; John, K C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:204-230. Full description at Econpapers || Download paper |
2020 | On the performance of volatility-managed portfolios. (2020). Yan, Xuemin ; Wang, Feifei ; Odoherty, Michael S ; Cederburg, Scott. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:1:p:95-117. Full description at Econpapers || Download paper |
2020 | CoCo issuance and bank fragility. (2020). Avdjiev, Stefan ; Kartasheva, Anastasia ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:593-613. Full description at Econpapers || Download paper |
2021 | Can unpredictable risk exposure be priced?. (2021). Frehen, Rik ; Driessen, Joost ; Barahona, Ricardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:522-544. Full description at Econpapers || Download paper |
2021 | Long-term reversals in the corporate bond market. (2021). Wen, Quan ; Subrahmanyam, Avanidhar ; Bali, Turan G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:656-677. Full description at Econpapers || Download paper |
2020 | Are contingent convertibles going-concern capital?. (2020). Ricci, Ornella ; Pennacchi, George ; Fiordelisi, Franco. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300245. Full description at Econpapers || Download paper |
2020 | Pegxit pressure. (2020). Pina, Gonalo ; Mitchener, Kris James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301479. Full description at Econpapers || Download paper |
2020 | Effect of corporate tax avoidance activities on firm bankruptcy risk. (2020). Kim, Maria H ; Ma, Liangbo ; Dhawan, Anirudh. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:2:s1815566920300059. Full description at Econpapers || Download paper |
2020 | Aging and deflation from a fiscal perspective. (2020). Ueda, Kozo ; Konishi, Hideki ; Katagiri, Mitsuru. In: Journal of Monetary Economics. RePEc:eee:moneco:v:111:y:2020:i:c:p:1-15. Full description at Econpapers || Download paper |
2020 | Is the IT revolution over? An asset pricing view. (2020). Ward, Colin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:283-316. Full description at Econpapers || Download paper |
2020 | Enhancing momentum profits in the Taiwan Stock Market: The role of extreme absolute strength. (2020). Yang, Sheng-Yung ; Xia, Chuanxin ; Lin, Chaonan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19303993. Full description at Econpapers || Download paper |
2020 | Reliable factors of Capital structure: Stability selection approach. (2020). Movaghari, Hadi ; Sohrabi, Narges. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:296-310. Full description at Econpapers || Download paper |
2020 | The cross-country transmission of credit risk between sovereigns and firms in Asia. (2020). Tantisantiwong, Nongnuch ; Power, David ; Zha, Yiling. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:309-320. Full description at Econpapers || Download paper |
2020 | The relationship of G-Index and convertible debt issuance in the presence of restrictive covenants. (2020). Paukowits, Aysun Alp ; Akdou, Evrim ; Celikyurt, Ugur . In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:373-390. Full description at Econpapers || Download paper |
2020 | Shotgun Wedding: Fiscal and Monetary Policy. (2020). Sargent, Thomas ; Bassetto, Marco. In: Staff Report. RePEc:fip:fedmsr:87731. Full description at Econpapers || Download paper |
2020 | How Does Aggregate Tax Policy Uncertainty Affect Default Risk?. (2020). Tosun, Mehmet ; Yildiz, Serhat. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:319-:d:461129. Full description at Econpapers || Download paper |
2020 | Determining Force behind Value Premium: The Case of Financial Leverage and Operating Leverage. (2020). Zia ul haq, Hafiz Muhammad ; Ameer, Saba ; Kashif, Muhammad ; Shafiq, Muhammad Sohail. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:196-:d:407828. Full description at Econpapers || Download paper |
2020 | Corporate Default Predictions Using Machine Learning: Literature Review. (2020). Ryu, Doojin ; Cho, Hoon ; Kim, Hyeong Jun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6325-:d:395215. Full description at Econpapers || Download paper |
2020 | Observable implications of the conditional CAPM. (2020). de Oliveira Souza, Thiago. In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2020_013. Full description at Econpapers || Download paper |
2020 | Debt Is Not Free. (2020). Xiang, Yuan ; Gupta, Pranav ; Medas, Paulo ; Badia, Marialuz Moreno. In: IMF Working Papers. RePEc:imf:imfwpa:2020/001. Full description at Econpapers || Download paper |
2020 | Lottery-Related Anomalies: The Role of Reference-Dependent Preferences. (2020). Yu, Jianfeng ; Wang, Jian. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:473-501. Full description at Econpapers || Download paper |
2020 | Mutual Funds and Mispriced Stocks. (2020). Hameed, Allaudeen ; Cheng, SI ; Avramov, Doron. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:6:p:2372-2395. Full description at Econpapers || Download paper |
2020 | Distressed Stocks in Distressed Times. (2020). Misirli, Efdal Ulas ; Eisdorfer, Assaf. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:6:p:2452-2473. Full description at Econpapers || Download paper |
2020 | Financial Crises and Climate Change. (2020). Jalles, Joao ; Cevik, Serhan. In: Working Papers REM. RePEc:ise:remwps:wp01322020. Full description at Econpapers || Download paper |
2020 | The Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Risk. (2020). Loffler, Gunter. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:58:y:2020:i:1:d:10.1007_s10693-019-00321-9. Full description at Econpapers || Download paper |
2020 | The impact of cash flow management versus accruals management on credit rating performance and usage. (2020). Zhang, Eliza Xia. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00821-8. Full description at Econpapers || Download paper |
2020 | Accounting conservatism and banking expertise on board of directors. (2020). Nguyen, Tri Tri ; Bui, Hung Quang ; Minh, Nguyet Thi ; Duong, Chau Minh. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:2:d:10.1007_s11156-019-00851-2. Full description at Econpapers || Download paper |
2020 | The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts. (2020). Shen, Jianfu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00868-7. Full description at Econpapers || Download paper |
2020 | Shotgun Wedding: Fiscal and Monetary Policy. (2020). Sargent, Thomas ; Bassetto, Marco. In: NBER Working Papers. RePEc:nbr:nberwo:27004. Full description at Econpapers || Download paper |
2020 | Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds. (2020). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: NBER Working Papers. RePEc:nbr:nberwo:27500. Full description at Econpapers || Download paper |
2020 | Credit Risk and the Transmission of Interest Rate Shocks. (2020). Yamarthy, Ram ; Palazzo, Berardino. In: Working Papers. RePEc:ofr:wpaper:20-05. Full description at Econpapers || Download paper |
2020 | Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00122-z. Full description at Econpapers || Download paper |
2020 | Improving accuracy of financial distress prediction by considering volatility: an interval-data-based discriminant model. (2020). Zheng, Haitao ; Wang, Huiwen ; Guan, Rong. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:2:d:10.1007_s00180-019-00916-9. Full description at Econpapers || Download paper |
2020 | Shareholder internationality and importing activities of emerging market firms. (2020). Wang, Pei ; Vega, William Gonzalo. In: Frontiers of Business Research in China. RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00084-4. Full description at Econpapers || Download paper |
2020 | Let’s talk about money! Assessing the link between firm performance and voluntary Say-on-Pay votes. (2020). Obermann, Jorn. In: Journal of Business Economics. RePEc:spr:jbecon:v:90:y:2020:i:1:d:10.1007_s11573-019-00931-8. Full description at Econpapers || Download paper |
2020 | Bankruptcy prediction and the discriminatory power of annual reports: empirical evidence from financially distressed German companies. (2020). Ohliger, Thorsten ; Lohmann, Christian. In: Journal of Business Economics. RePEc:spr:jbecon:v:90:y:2020:i:1:d:10.1007_s11573-019-00938-1. Full description at Econpapers || Download paper |
2020 | Crisis Contracts. (2020). Gersbach, Hans ; Britz, Volker ; Aptus, Elias . In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:1:d:10.1007_s00199-019-01204-9. Full description at Econpapers || Download paper |
2020 | Do going concern opinions provide incremental information to predict corporate defaults?. (2020). Vulcheva, Maria ; Minutti-Meza, Miguel ; Krupa, Jake ; Gutierrez, Elizabeth. In: Review of Accounting Studies. RePEc:spr:reaccs:v:25:y:2020:i:4:d:10.1007_s11142-020-09544-x. Full description at Econpapers || Download paper |
2020 | What happened to financially sustainable firms in the Corona crisis?. (2020). Gleissner, Werner ; Gunther, Thomas ; Walkshausl, Christian. In: NachhaltigkeitsManagementForum | Sustainability Management Forum. RePEc:spr:sumafo:v:28:y:2020:i:3:d:10.1007_s00550-020-00503-3. Full description at Econpapers || Download paper |
2020 | Selection Effects of Lender and Borrower Choices on Risk Measurement, Management and Prudential Regulation. (2020). Luong, Thi Mai. In: PhD Thesis. RePEc:uts:finphd:3-2020. Full description at Econpapers || Download paper |
2020 | Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking. (2020). Modena, Andrea. In: Working Papers. RePEc:ven:wpaper:2020:23. Full description at Econpapers || Download paper |
2020 | Does Other Comprehensive Income Volatility Influence Credit Risk and the Cost of Debt?. (2020). Bao, May Xiaoyan ; Unlu, Emre ; Smith, David B ; Billett, Matthew T. In: Contemporary Accounting Research. RePEc:wly:coacre:v:37:y:2020:i:1:p:457-484. Full description at Econpapers || Download paper |
2020 | Financial distress, free cash flow, and interfirm payment network: Evidence from an agentâ€based model. (2020). Dannabuitrago, Jenny P ; Stellian, Remi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:598-616. Full description at Econpapers || Download paper |
2020 | The risk of betting on risk: Conditional variance and correlation of bank credit default swaps. (2020). Huang, Xin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:710-721. Full description at Econpapers || Download paper |
2020 | Informed options trading on the implied volatility surface: A crossâ€sectional approach. (2020). Kim, Dahea ; Park, Haehean. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:776-803. Full description at Econpapers || Download paper |
2020 | Bank riskâ€taking and market discipline: Evidence from CoCo bonds in Korea. (2020). Lee, Young Hwan ; Park, Haerang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:885-894. Full description at Econpapers || Download paper |
2020 | Open source cross-sectional asset pricing. (2020). Zimmermann, Tom ; Chen, Andrew Y. In: CFR Working Papers. RePEc:zbw:cfrwps:2004. Full description at Econpapers || Download paper |
2020 | Physical climate change risks and the sovereign creditworthiness of emerging economies. (2020). Bohm, Hannes. In: IWH Discussion Papers. RePEc:zbw:iwhdps:82020. Full description at Econpapers || Download paper |
2020 | Recapitalization, bailout, and long-run welfare in a dynamic model of banking. (2020). Modena, Andrea. In: SAFE Working Paper Series. RePEc:zbw:safewp:292. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | In Search of Distress Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 471 |
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: 471 | paper | |
2008 | In Search of Distress Risk.(2008) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 471 | paper | |
2006 | In Search of Distress Risk.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 471 | 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: 471 | 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 | 13 |
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: 13 | 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 | 30 |
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: 30 | article | |
2011 | Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
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: 22 | article | |
2012 | Inflation Derivatives Under Inflation Target Regimes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Inflation Derivatives Under Inflation Target Regimes.(2013) In: Journal of Futures Markets. [Citation analysis] This paper has another version. Agregated cites: 0 | 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 | 57 |
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: 57 | article | |
2014 | Inflating Away the Public Debt? An Empirical Assessment In: Working Papers. [Full Text][Citation analysis] | paper | 60 |
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: 60 | 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: 60 | paper | |
2007 | Is the corporate bond market forward looking? In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2011 | Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles. [Full Text][Citation analysis] | paper | 23 |
2017 | Credit Ratings and Credit Risk: Is One Measure Enough? In: Management Science. [Full Text][Citation analysis] | article | 4 |
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 | 202 |
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: 202 | article |
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