Jean Helwege

UC Riverside

900 University Ave.

Anderson Hall

Riverside, CA 92521

United States

SCHOLARLY PAPERS

34

DOWNLOADS
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SSRN RANKINGS

Top 3,467

in Total Papers Downloads

15,520

SSRN CITATIONS
Rank 3,025

SSRN RANKINGS

Top 3,025

in Total Papers Citations

289

CROSSREF CITATIONS

149

Scholarly Papers (34)

1.

Structural Models of Corporate Bond Pricing: An Empirical Analysis

Number of pages: 68 Posted: 21 Mar 2002
Young Ho Eom, Jing-Zhi Huang and Jean Helwege
Yonsei University, Pennsylvania State University - University Park - Department of Finance and UC Riverside
Downloads 3,286 (5,076)
Citation 174

Abstract:

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Credit risk, structural models

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Quarterly Journal of Finance, Vol. 3 (2), June 2013, 1–20; WBS Finance Group Research Paper No. 98
Number of pages: 28 Posted: 07 Apr 2008 Last Revised: 13 Jan 2022
Söhnke M. Bartram, Natasha Burns and Jean Helwege
University of Warwick, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 961 (33,562)

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Exchange Rates, Exposure, Hedging, Derivatives, Mergers, Acquisitions

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

AFA 2010 Atlanta Meetings Paper, WBS Finance Group Research Paper No. 122
Number of pages: 27 Posted: 22 Mar 2009 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Natasha Burns and Jean Helwege
University of Warwick, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 267 (160,044)

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Exchange Rates, Exposure, Hedging, Derivatives, Mergers, Acquisitions

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 103
Number of pages: 28 Posted: 15 Aug 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Natasha Burns and Jean Helwege
University of Warwick, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 116 (329,735)

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Exchange Rates, Exposure, Hedging, Derivatives, Mergers, Acquisitions

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 83
Number of pages: 28 Posted: 23 Aug 2007 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Natasha Burns and Jean Helwege
University of Warwick, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 99 (367,900)
Citation 1

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Exchange rates, exposure, hedging, derivatives, mergers, acquisitions

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 90
Number of pages: 28 Posted: 05 Mar 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Natasha Burns and Jean Helwege
University of Warwick, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 59 (494,801)
Citation 1

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hedging, exchange rates, exposure, derivatives, mergers

3.

Regulate OTC Derivatives by Deregulating Them

Regulation, Vol. 32, No. 3, pp. 30-41, Fall 2009, UCLA School of Law, Law-Econ Research Paper No. 09-22
Number of pages: 12 Posted: 12 Oct 2009 Last Revised: 01 Nov 2009
Cornell Law School - Jack G. Clarke Business Law Institute (deceased), UC Riverside, American Enterprise Institute (AEI) and University of Houston - Department of Finance
Downloads 1,195 (24,910)
Citation 5

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OTC derivatives, derivatives, Irwin v. Williar, CDS, speculation, Commodities Futures Modernization Act

4.

Liquidity Effects in Corporate Bond Spreads

Journal of Banking and Finance, Forthcoming
Number of pages: 43 Posted: 23 Nov 2011 Last Revised: 18 Aug 2013
Jean Helwege, Jing-Zhi Huang and Yuan Wang
UC Riverside, Pennsylvania State University - University Park - Department of Finance and Concordia University, Quebec
Downloads 925 (35,927)
Citation 9

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Corporate bond spreads, Liquidity risk, Credit risk, Pairwise difference estimation

5.

Crises, Liquidity Shocks, and Fire Sales at Financial Institutions

Number of pages: 56 Posted: 02 Jul 2010 Last Revised: 18 May 2014
Nicole M. Boyson, Jean Helwege and Jan Jindra
Northeastern University - D’Amore-McKim School of Business, UC Riverside and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 771 (46,057)
Citation 15

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Liquidity shocks, funding shocks, fire sales, financial crisis, banks, investment banks, hedge funds, financial constraints

6.
Downloads 749 ( 47,893)
Citation 40

Underpricing in the Corporate Bond Market

Number of pages: 46 Posted: 14 Mar 2006
Kelly Nianyun Cai, Jean Helwege and Arthur Warga
University of Michigan at Dearborn - School of Management, UC Riverside and University of Houston - Department of Finance
Downloads 531 (73,703)
Citation 15

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bonds, reputation, underpricing, debt IPOs

Underpricing in the Corporate Bond Market

Review of Financial Studies, Forthcoming
Number of pages: 39 Posted: 31 Jul 2007
Kelly Nianyun Cai, Jean Helwege and Arthur Warga
University of Michigan at Dearborn - School of Management, UC Riverside and University of Houston - Department of Finance
Downloads 218 (195,269)
Citation 9

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bonds, reputation, underpricing, debt IPOs

7.
Downloads 697 ( 52,731)
Citation 11

Financial Firm Bankruptcy and Systemic Risk

Number of pages: 45 Posted: 12 Dec 2008 Last Revised: 31 Aug 2009
Jean Helwege
UC Riverside
Downloads 499 (79,666)
Citation 2

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Financial institutions, systemic risk, Too big to fail, fire sales, counterparty risk

Financial Firm Bankruptcy and Systemic Risk

Regulation, Vol. 32, No. 2, pp. 24-29, Summer 2009
Number of pages: 6 Posted: 14 Jul 2009
Jean Helwege
UC Riverside
Downloads 198 (213,429)

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TBTF, To Big to Fail, financial contagion, financial crisis, information contagion, counterparty contagion, SIPA

8.

Voting with Their Feet or Activism? Institutional Investors’ Impact on CEO Turnover

Journal of Corporate Finance, Forthcoming
Number of pages: 44 Posted: 21 Dec 2009 Last Revised: 26 Oct 2020
UC Riverside, Clemson University, Department of Finance and University of Nevada, Las Vegas - Department of Finance
Downloads 642 (58,613)
Citation 12

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Forced CEO turnover, Institutional investors, Voting with their feet, Exit, Governance

9.

Understanding Aggregate Default Rates of High Yield Bonds

Current Issues in Economics and Finance, Vol. 2, No. 6, May 1996
Number of pages: 6 Posted: 21 Jul 2007
Jean Helwege and Paul Kleiman
UC Riverside and affiliation not provided to SSRN
Downloads 621 (61,155)
Citation 17

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default rates, high-yield bonds, credit quality

Why Do Firms Become Widely Held? An Analysis of the Dynamics of Corporate Ownership

Number of pages: 45 Posted: 03 Aug 2005
UC Riverside, University of Central Florida and Ohio State University (OSU) - Department of Finance
Downloads 520 (75,671)
Citation 39

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Why Do Firms Become Widely Held? An Analysis of the Ynamics of Corporate Ownership

NBER Working Paper No. w11505
Number of pages: 45 Posted: 08 Sep 2005 Last Revised: 10 Jun 2022
UC Riverside, University of Central Florida and Ohio State University (OSU) - Department of Finance
Downloads 49 (538,883)
Citation 2

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11.

Credit Default Swap Auctions

Journal of Fixed Income, Vol. 19, No. 2, 2010
Number of pages: 25 Posted: 21 May 2009 Last Revised: 18 Nov 2013
Jean Helwege, Samuel Maurer, Asani Sarkar and Yuan Wang
UC Riverside, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Concordia University, Quebec
Downloads 519 (76,642)
Citation 9

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credit default swaps, settlement, auctions, recovery basis, corporate bonds, default

12.

Underpricing and Reputation Acquisition in the Corporate Bond Market

Number of pages: 46 Posted: 26 Jan 2005
Kelly Nianyun Cai, Jean Helwege and Arthur Warga
University of Michigan at Dearborn - School of Management, UC Riverside and University of Houston - Department of Finance
Downloads 442 (92,840)
Citation 5

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bonds, reputation, underpricing, debt IPOs

Modeling Credit Contagion via the Updating of Fragile Beliefs

Number of pages: 65 Posted: 05 Mar 2012 Last Revised: 29 Jan 2015
Federal Reserve Bank of Chicago - Research Department, Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and UC Riverside
Downloads 321 (132,173)
Citation 8

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Contagion, sovereign risk, CDS pricing, fragile beliefs, learning, affine models

Modeling Credit Contagion Via the Updating of Fragile Beliefs

Netspar Discussion Paper No. 12/2011-123 - revised version February 2014
Number of pages: 54 Posted: 24 Nov 2012 Last Revised: 13 Jan 2016
Federal Reserve Bank of Chicago - Research Department, Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and UC Riverside
Downloads 93 (382,934)
Citation 17

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14.

Crises, Liquidity Shocks, and Fire Sales at Commercial Banks

Financial Management (Forthcoming)
Number of pages: 42 Posted: 14 Mar 2012 Last Revised: 18 May 2014
Nicole M. Boyson, Jean Helwege and Jan Jindra
Northeastern University - D’Amore-McKim School of Business, UC Riverside and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 344 (123,450)
Citation 6

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Commercial banks, funding shocks, liquidity shocks, fire sales, financial crisis, cherry picking, insolvency

15.

Debt Covenants and Cross-Sectional Equity Returns

Management Science, Forthcoming
Number of pages: 48 Posted: 20 Mar 2012 Last Revised: 05 Sep 2015
Jean Helwege, Jing-Zhi Huang and Yuan Wang
UC Riverside, Pennsylvania State University - University Park - Department of Finance and Concordia University, Quebec
Downloads 336 (126,673)
Citation 3

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16.

On Bounding Credit-Event Risk Premia

AFA
Number of pages: 48 Posted: 13 Nov 2012 Last Revised: 23 Jul 2018
Georgetown University - Department of Finance, Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and UC Riverside
Downloads 333 (127,911)
Citation 9

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credit risk model, contagion

17.
Downloads 306 (139,763)
Citation 7

Financial Firm Bankruptcy and Contagion

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 66 Posted: 26 Aug 2012 Last Revised: 19 Jun 2013
Jean Helwege and Gaiyan Zhang
UC Riverside and University of Missouri at St. Louis - College of Business Administration
Downloads 192 (219,446)
Citation 7

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Banks, counterparty contagion, information contagion, bankruptcy

Financial Firm Bankruptcy and Contagion

Number of pages: 54 Posted: 15 Mar 2012 Last Revised: 01 Aug 2012
Jean Helwege and Gaiyan Zhang
UC Riverside and University of Missouri at St. Louis - College of Business Administration
Downloads 114 (333,860)
Citation 5

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Banks, counterparty contagion, information contagion, bankruptcy

Is Credit Event Risk Priced? Modeling Contagion Via the Updating of Beliefs

Number of pages: 48 Posted: 27 Jan 2010 Last Revised: 01 Jul 2011
Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and UC Riverside
Downloads 191 (220,450)
Citation 2

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contagion risk, fragile beliefs

Is Credit Event Risk Priced? Modeling Contagion Via the Updating of Beliefs

NBER Working Paper No. w15733
Number of pages: 48 Posted: 10 Feb 2010 Last Revised: 29 Jun 2022
Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and UC Riverside
Downloads 103 (358,239)
Citation 1

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19.

Private Matters

BIS Working Paper No. 266
Number of pages: 36 Posted: 27 Jan 2009
Jean Helwege and Frank Packer
UC Riverside and Bank for International Settlements (BIS)
Downloads 258 (166,325)
Citation 3

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Private firms, IPO, initial public offering, private benefits of control, private firms, family firms, inside ownership, board composition, private equity, venture capital

20.

Liquidity and Price Pressure in the Corporate Bond Market: Evidence from Mega-Bonds

Journal of Financial Intermediation, Forthcoming
Number of pages: 48 Posted: 30 Jun 2016 Last Revised: 07 Jul 2021
Jean Helwege and Liying Wang
UC Riverside and University of Nebraska at Lincoln
Downloads 257 (166,961)
Citation 4

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Corporate bonds, Liquidity, Price pressure, Mega-bonds, Offering yield spreads

21.

Sources of Funding in a Crisis: Evidence from Investment Banks

Number of pages: 48 Posted: 21 Mar 2013 Last Revised: 22 Dec 2017
Jean Helwege and Jan Jindra
UC Riverside and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 241 (177,706)

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Liquidity shocks, investment banks, funding shocks, credit risk, fire sales, financial crisis, financial constraints, Level 3 assets

22.

Risk Aversion in Corporate Bond Markets

Number of pages: 58 Posted: 11 Oct 2021 Last Revised: 12 May 2022
Antje Berndt, Ilya Dergunov and Jean Helwege
Australian National University, College of Business and Economics, Australian National University (ANU) and UC Riverside
Downloads 180 (232,132)

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Risk aversion, corporate bonds, monetary policy, reaching for yield, government interventions

23.
Downloads 173 (240,126)

Fallen Angels and Price Pressure

Number of pages: 44 Posted: 08 Mar 2011
Pennsylvania State University, University of Michigan at Dearborn - School of Management and UC Riverside
Downloads 173 (240,372)
Citation 8

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price pressure, sunshine trading, informed trader, fallen angel bonds, insurance

Fallen Angels and Price Pressure

Posted: 21 May 2019
Pennsylvania State University, University of Michigan at Dearborn - School of Management and UC Riverside

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Price Pressure, Sunshine Trading, Informed Trader, Fallen Angel Bonds, Insurance Companies

24.

Do Hedge Fund Fire Sales Disrupt the Stock Market?

Number of pages: 44 Posted: 02 Jul 2013 Last Revised: 21 Dec 2013
Nicole M. Boyson, Jean Helwege and Jan Jindra
Northeastern University - D’Amore-McKim School of Business, UC Riverside and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 172 (241,294)
Citation 1

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Liquidity shocks, fire sales, financial crisis, hedge funds

25.

Measuring Corporate Bond Liquidity in Emerging Market Economies: Price- vs Quantity-Based Measures

BIS Paper No. 102e
Number of pages: 18 Posted: 22 May 2019
Allaudeen Hameed, Jean Helwege, Ran Li and Frank Packer
National University of Singapore (NUS) - Department of Finance, UC Riverside, World Bank and Bank for International Settlements (BIS)
Downloads 112 (336,247)
Citation 3

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corporate bonds, bond liquidity, Islamic and conventional bonds, Malaysia

26.

Thawing Frozen Capital Markets and Backdoor Bailouts: Evidence from the Fed's Liquidity Programs

Number of pages: 63 Posted: 21 Sep 2014 Last Revised: 24 Jul 2015
Nicole M. Boyson, Jean Helwege and Jan Jindra
Northeastern University - D’Amore-McKim School of Business, UC Riverside and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 106 (349,022)
Citation 6

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Frozen markets, liquidity, bailout, crisis

27.

Modeling Credit Contagion Via the Updating of Fragile Beliefs -- Online Appendix

Number of pages: 33 Posted: 29 Jan 2015
Federal Reserve Bank of Chicago - Research Department, Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and UC Riverside
Downloads 54 (507,480)
Citation 1

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Contagion, sovereign risk, CDS pricing, fragile beliefs, learning, affine models

28.

TARP from the Banks’ Perspective: Evidence from Conference Calls

Number of pages: 61 Posted: 16 Aug 2021
Jean Helwege and Xin Liu
UC Riverside and Research School of Finance, Actuarial Studies & Applied Statistics, CBE, Australian National University
Downloads 22 (686,902)

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29.

Underpricing in the Corporate Bond Market

The Review of Financial Studies, Vol. 20, Issue 6, pp. 2021-2046, 2007
Posted: 26 Jun 2008
Nianyun (Kelly) Cai, Jean Helwege and Arthur Warga
affiliation not provided to SSRN, UC Riverside and University of Houston - Department of Finance

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G12, G14, G24

30.

Initial Public Offerings in Hot and Cold Markets

Posted: 06 Oct 2004
Jean Helwege and Nellie Liang
UC Riverside and Brookings Institution

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31.

The Decision to Go Public: Evidence from Corporate Bond Issuers

Dice Center Working Paper No. 2001-12
Posted: 23 Aug 2001
Jean Helwege and Frank Packer
UC Riverside and Bank for International Settlements (BIS)

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32.

Is There a Pecking Order? Evidence from a Panel of IPO Firms

94-22
Posted: 20 Dec 1998
Jean Helwege and Nellie Liang
UC Riverside and Brookings Institution

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33.

How Long Do Junk Bonds Spend in Default?

Posted: 03 Nov 1998
Jean Helwege
UC Riverside

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34.

The Slope of the Credit Yield Curve for Speculative-Grade Issuers

Posted: 01 Mar 1998
Jean Helwege and Christopher M. Turner
UC Riverside and Black Rock Financial Management, Inc.

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