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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
Papers Received in
  Last 12 months:
69,655

Paper Downloads:
To date: 66,729,620
Last 12 months: 11,224,008
Last 30 days: 834,562

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  References:
239,806
Total References: 8,539,827
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5,733,423
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,112,304 Total downloads
Showing Papers 7,421 - 7,470 of 36,956
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Incl. Electronic Paper Credit Risk and Business Cycles
Jianjun Miao and Pengfei Wang
Boston University - Department of Economics and Department of Economics, HKUST
Date Posted: November 11, 2010
Working Paper Series
98 downloads

Incl. Electronic Paper Credit Risk and Business Cycles
Pengfei Wang and Jianjun Miao
Department of Economics, HKUST and Boston University - Department of Economics
Date Posted: March 09, 2011
Working Paper Series
61 downloads

Incl. Fee Electronic Paper Credit Risk and Disaster Risk
CEPR Discussion Paper No. DP8201
Francois Gourio
Boston University
Date Posted: January 31, 2011
Working Paper Series
3 downloads

Incl. Electronic Paper Credit Risk and Disaster Risk
FRB of Chicago Working Paper No. 2012-07
Francois Gourio
Boston University - Department of Economics
Date Posted: November 28, 2012
Working Paper Series
19 downloads

Incl. Electronic Paper Credit Risk and Market Risk: Analyzing U.S. Credit Spreads
Hayette Gatfaoui
Rouen Business School - Economics & Finance Department
Date Posted: May 14, 2009
Working Paper Series
227 downloads

Incl. Electronic Paper Credit Risk and the Macro Economy in an Affine Term Structure Model
International Conference of the French Finance Association (AFFI), May 11-13, 2011
Christian Speck
University of Mannheim
Date Posted: May 10, 2011
Last Revised: March 19, 2013
Working Paper Series
92 downloads

Incl. Electronic Paper Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach
Journal of Real Estate Finance and Economics, Vol. 37, No. 3, 2008
Brent W. Ambrose and Yildiray Yildirim
Pennsylvania State University and Syracuse University - Whitman School of Management
Date Posted: October 01, 2008
Last Revised: February 03, 2011
Accepted Paper Series
46 downloads

Incl. Electronic Paper Credit Risk and the Yen Interest Rate Swap Market
Young Ho Eom , Jun Uno and Marti G. Subrahmanyam
Yonsei University , Waseda University and New York University - Stern School of Business
Date Posted: May 19, 2000
Working Paper Series
536 downloads

Incl. Electronic Paper Credit Risk Connectivity in the Financial Industry and Stabilization Effects of Government Bailouts
Deutsche Bundesbank Discussion Paper 16/2012
Jakob Bosma , Michael Koetter and Michael Wedow
University of Groningen - Faculty of Economics and Business , Frankfurt School of Finance and Management and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Date Posted: January 04, 2013
Working Paper Series
10 downloads

Credit Risk Derivatives
THE JOURNAL OF DERIVATIVES Vol 2 No 3 Spring 1995
Sanjiv Ranjan Das
Santa Clara University - Leavey School of Business
Date Posted: October 26, 1999
Accepted Paper Series

Incl. Electronic Paper Credit Risk Discovery in the Stock and CDS Markets: Who Leads, When, and Why‘
Santiago Forte and Lidija Lovreta
ESADE Business School, Ramon Llull University and CUNEF
Date Posted: July 28, 2008
Last Revised: December 18, 2009
Working Paper Series
349 downloads

Incl. Electronic Paper Credit Risk in a Network Economy
FAME Working Paper No. 106
Henri O. Schellhorn and Didier Cossin
affiliation not provided to SSRN and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: June 28, 2004
Working Paper Series
232 downloads

Incl. Electronic Paper Credit Risk in Covered Bonds
Journal of Empirical Finance, Forthcoming
Marcel Prokopczuk , Jan B. Siewert and Volker Vonhoff
Zeppelin University - Institute of Corporate Management & Economics , Unversity of Mannheim – Center for Doctoral Studies in Business and University of Mannheim - Department of Business Administration and Finance
Date Posted: October 04, 2010
Last Revised: January 02, 2013
Accepted Paper Series
328 downloads

Incl. Electronic Paper Credit Risk in Japan's Corporate Bond Market
Current Issues in Economics and Finance Vol. 5, No. 15, November 1999
Frank Packer
Bank for International Settlements (BIS)
Date Posted: June 26, 2007
Working Paper Series
173 downloads

Incl. Electronic Paper Credit Risk in the Pricing and Hedging of Derivatives
Proceedings of the 1st international Forum on Risk Management, Paris, March 2008
Frederic Abergel
Ecole Centrale Paris
Date Posted: March 17, 2009
Working Paper Series
298 downloads

Incl. Electronic Paper Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - a Corporate Analysis
Banco Central do Brasil Working Paper No. 91
Ricardo Schechtman , Valéria Salomão Garcia , Sérgio Mikio Koyama and Guilherme Cronemberg Parente
Central Bank of Brazil - Research Department , Government of the Federative Republic of Brazil - Central Bank of Brazil , Government of the Federative Republic of Brazil - Central Bank of Brazil and Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: September 15, 2006
Working Paper Series
427 downloads

Incl. Electronic Paper Credit Risk Modeling and Valuation: An Introduction
Kay Giesecke
Stanford University - Management Science & Engineering
Date Posted: December 21, 2003
Working Paper Series
5152 downloads

Incl. Electronic Paper Credit Risk Modeling Through the Use of an Extended and Numerically Stable Version of CreditRisk and a Merton Model
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 24, 2011
Working Paper Series
176 downloads

Incl. Electronic Paper Credit Risk Modeling with Misreporting and Incomplete Information
International Journal of Theoretical and Applied Finance, Vol. 12, 2009
Agostino Capponi and Jaksa Cvitanic
Purdue University - School of Industrial Engineering and California Institute of Technology - Division of the Humanities and Social Sciences
Date Posted: December 19, 2008
Last Revised: February 08, 2009
Accepted Paper Series
211 downloads

Incl. Electronic Paper Credit Risk Models: An Application to Deposit Insurance Pricing
SDA BOCCONI Research Division Working Paper No. 03-84
Andrea Sironi , Aurelio Maccario and Cristiano Zazzara Sr.
Bocconi University - Department of Finance , UniCredit Banca Mobiliare - Research & Strategy Unit and Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici
Date Posted: May 25, 2003
Working Paper Series
836 downloads

Incl. Electronic Paper Credit Risk Pricing in Emerging Markets During Elections: Time Inconsistency and Forward Looking Uncertainty
Christopher Balding
HSBC School of Business
Date Posted: March 13, 2010
Last Revised: April 06, 2010
Working Paper Series
64 downloads

Incl. Electronic Paper Credit Risk Scoring Models
Gabriele Sabato
Group Credit Risk, RBS
Date Posted: February 03, 2010
Working Paper Series
1541 downloads

Incl. Electronic Paper Credit Risk Spreads in Local and Foreign Currencies
Dan Galai and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: March 04, 2008
Working Paper Series
76 downloads

Incl. Electronic Paper Credit Risk Transfer and Bank Competition
MPI Collective Goods Preprint, No. 2009/33
Hendrik Hakenes and Isabel Schnabel
University of Hannover and University of Mainz - Faculty of Law and Economics
Date Posted: November 07, 2009
Working Paper Series
124 downloads

Incl. Electronic Paper Credit Risk Transfer Strategies of U.S. Commercial Banks: What Has Changed During the 2007-2009 Crisis?
Mascia Bedendo and Brunella Bruno
Bocconi University - Department of Finance and Bocconi University - Department of Finance
Date Posted: February 17, 2009
Last Revised: July 31, 2010
Working Paper Series
550 downloads

Incl. Electronic Paper Credit Risk Transfer, Hedge Funds, and the Supply of Liquidity
LAW AND ECONOMICS OF RISK IN FINANCE, Peter Nobel and Marina Gets, eds., pp. 41-72, Schulthess, Zürich, 2007, U. of St. Gallen Law & Economics Working Paper No. 2008-14,
Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Date Posted: May 27, 2008
Last Revised: August 07, 2008
Working Paper Series
305 downloads

Incl. Electronic Paper Credit Risk, Liquidity Risk, and Optimal Capital Structure under Incomplete Accounting Information
EFA 2006 Zurich Meetings Paper, Mannheim Finance Working Paper No. 2006-13
Wolfgang Bühler and Tim O.H. Thabe
University of New South Wales, Australian Business School and University of Mannheim
Date Posted: June 09, 2006
Working Paper Series
901 downloads

Incl. Electronic Paper Credit Spread Bounds and their Implications for Credit Risk Modeling
Jing-Zhi Huang and Ren-Raw Chen
Pennsylvania State University - University Park - Department of Finance and Fordham University Schools of Business
Date Posted: July 22, 2001
Working Paper Series
683 downloads

Incl. Fee Electronic Paper Credit Spread Changes and Equity Volatility: Evidence from Daily Data
Financial Review, Vol. 46, Issue 3, pp. 357-383, 2011
Ann Marie Hibbert , Ivelina Pavlova , Joel R. Barber and Krishnan Dandapani
West Virginia University , Florida International University (FIU) , Florida International University (FIU) - Department of Management & International Business and Florida International University (FIU)
Date Posted: July 11, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Credit Spread Changes within Switching Regimes
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Olfa Maalaoui Chun , Georges Dionne and Pascal Francois
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance , HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Date Posted: February 12, 2009
Last Revised: March 11, 2013
Working Paper Series
291 downloads

Incl. Electronic Paper Credit Spread Curves and Credit Ratings
Jia He , Wenwei Hu and Larry H.P. Lang
Chinese University of Hong Kong (CUHK) - Department of Finance , affiliation not provided to SSRN and Chinese University of Hong Kong (CUHK) - Department of Finance
Date Posted: August 11, 2000
Working Paper Series
1746 downloads

Incl. Electronic Paper Credit Spread Implied by Convertible Bonds Prices
Alon Raviv and Yoram Landskroner
Brandeis University - International Business School and Hebrew University of Jerusalem - Department of Finance and Banking
Date Posted: December 09, 2003
Working Paper Series
1080 downloads

Incl. Electronic Paper Credit Spread Interdependencies of European States and Banks During the Financial Crisis
Adrian Alter and Yves Stephan Schüler
University of Konstanz and University of Konstanz - Department of Economics
Date Posted: May 17, 2011
Last Revised: January 16, 2012
Working Paper Series
591 downloads

Incl. Electronic Paper Credit Spread Widening Risk and its Effects on Banks' Economic Capital
Aldo Letizia
Banca Popolare Pugliese
Date Posted: April 07, 2011
Last Revised: June 20, 2012
Working Paper Series
160 downloads

Incl. Electronic Paper Credit Spread Widening Risk in Portfolios: Pricing Techniques and Sensitivity Measures
Aldo Letizia
Banca Popolare Pugliese
Date Posted: January 31, 2008
Last Revised: April 02, 2011
Working Paper Series
958 downloads

Incl. Electronic Paper Credit Spreads and Incomplete Information
NHH Dept. of Finance & Management Science Discussion Paper No. 2008/9
Snorre Lindset , Arne-Christian Lund and Svein-Arne Persson
Norwegian University of Science and Technology (NTNU) Norway , Norwegian School of Economics (NHH) - Department of Finance and Management Science and Norwegian School of Economics (NHH)
Date Posted: May 21, 2008
Last Revised: December 10, 2011
Working Paper Series
92 downloads

Incl. Electronic Paper Credit Spreads and Investment Opportunities
Tao Shen
University of Minnesota
Date Posted: March 15, 2012
Last Revised: November 21, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Credit Spreads and Real Activity
EFA 2008 Athens Meetings Paper
Philippe Mueller
London School of Economics & Political Science (LSE) - Department of Finance
Date Posted: March 24, 2008
Last Revised: March 15, 2011
Working Paper Series
477 downloads

Incl. Electronic Paper Credit Spreads and the Term Structure of Interest Rates
Department of Finance, The Aarhus School of Business
Charlotte Christiansen
Aarhus University - CREATES
Date Posted: October 16, 2000
Working Paper Series
655 downloads

Incl. Electronic Paper Credit Spreads Between German and Italian Sovereign Bonds - Do Affine Models Work?
University of Mannheim, Dept. of Banking & Finance Working Paper No. 9904
Klaus Duellmann and Marc Windfuhr
Deutsche Bundesbank and affiliation not provided to SSRN
Date Posted: March 17, 2000
Working Paper Series
360 downloads

Incl. Electronic Paper Credit Spreads Between German and Italian Sovereign Bonds - Do One-Factor Affine Models Work?
Canadian Journal of Administrative Sciences, Vol. 17, No. 2
Klaus Duellmann and Marc Windfuhr
Deutsche Bundesbank and affiliation not provided to SSRN
Date Posted: January 24, 2001
Accepted Paper Series
338 downloads

Credit Spreads: An Empirical Analysis on the Informational Content of Stocks, Bonds, and CDS
Journal of Banking and Finance, Vol. 33, pp. 2013-2025, November 2009
Santiago Forte and Juan Ignacio Peña
ESADE Business School, Ramon Llull University and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: May 16, 2005
Last Revised: January 19, 2012
Accepted Paper Series

Credit Supply and the Price of Housing
Jean M. Imbs and Giovanni Favara
Paris School of Economics (PSE) and HEC University of Lausanne
Date Posted: November 12, 2010
Working Paper Series

Incl. Fee Electronic Paper Credit Supply and the Price of Housing
CEPR Discussion Paper No. DP8129
Giovanni Favara and Jean M. Imbs
HEC University of Lausanne and Paris School of Economics (PSE)
Date Posted: December 06, 2010
Working Paper Series
8 downloads

Incl. Electronic Paper Credit Value Adjustment and Funding Value Adjustment All Together
Dongsheng Lu and Frank Juan
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: April 08, 2011
Working Paper Series
2149 downloads

Incl. Electronic Paper Credit Variance Swaps and Volatility Indexes
Swiss Finance Institute Research Paper No. 13-24
Antonio Mele and Yoshiki Obayashi
Swiss Finance Institute & University of Lugano and Applied Academics LLC
Date Posted: April 26, 2013
Working Paper Series
48 downloads

Incl. Electronic Paper Credit Watch and Capital Structure
Applied Economics Letters, Forthcoming
Kristopher Kemper and Ramesh P. Rao
University of Wisconsin, Eau Claire and Oklahoma State University - Stillwater - Department of Finance
Date Posted: April 21, 2013
Accepted Paper Series
17 downloads

Credit, Asset Prices, and Financial Stress in Canada
Miroslav Misina and Greg Tkacz
Bank of Canada and Bank of Canada
Date Posted: December 06, 2012
Working Paper Series

Incl. Electronic Paper Credit-Crunch Dynamics with Uninsured Investment Risk
FEDS Working Paper No. 2013-31
Jonathan E. Goldberg
Federal Reserve Board
Date Posted: May 25, 2013
Last Revised: June 05, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Credit-Easing Policy in an Incomplete Markets Economy
Tokyo Center for Economic Research (TCER) Paper No. E-50
Shiba Suzuki
Department of Economics, Meisei University
Date Posted: April 09, 2013
Working Paper Series
19 downloads


 

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