Jean Helwege

UC Riverside

900 University Ave.

Anderson Hall

Riverside, CA 92521

United States

SCHOLARLY PAPERS

35

DOWNLOADS
Rank 3,156

SSRN RANKINGS

Top 3,156

in Total Papers Downloads

14,973

SSRN CITATIONS
Rank 3,118

SSRN RANKINGS

Top 3,118

in Total Papers Citations

288

CROSSREF CITATIONS

147

Scholarly Papers (35)

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 3,242 (4,453)
Citation 174

Abstract:

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Credit risk, structural models

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

WBS Finance Group Research Paper No. 98
Number of pages: 28 Posted: 07 Apr 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 953 (29,929)

Abstract:

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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 262 (146,540)

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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 112 (305,864)

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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 96 (339,843)
Citation 1

Abstract:

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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 55 (465,774)
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 1,187 (22,121)
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 900 (32,961)
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 752 (42,113)
Citation 15

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

6.
Downloads 721 ( 44,593)
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 517 (67,669)
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 204 (186,845)
Citation 9

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bonds, reputation, underpricing, debt IPOs

7.
Downloads 681 ( 48,164)
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 489 (72,531)
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 192 (197,550)

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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 626 (53,820)
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 567 (60,917)
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 518 (67,501)
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 2021
UC Riverside, University of Central Florida and Ohio State University (OSU) - Department of Finance
Downloads 49 (490,783)
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 505 (70,449)
Citation 1

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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 433 (84,736)
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 313 (121,492)
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 90 (354,198)
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 339 (112,103)
Citation 6

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

15.

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 327 (116,599)
Citation 9

Abstract:

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credit risk model, contagion

16.

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 310 (123,455)
Citation 3

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17.
Downloads 299 (128,349)
Citation 8

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 185 (204,263)
Citation 6

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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 (302,005)
Citation 3

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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 183 (206,217)
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: 28 Jun 2021
Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and UC Riverside
Downloads 99 (332,989)
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 252 (152,870)
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.

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 240 (160,402)

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

21.

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 218 (175,864)
Citation 5

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

22.

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 166 (224,217)
Citation 1

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Liquidity shocks, fire sales, financial crisis, hedge funds

23.
Downloads 159 (232,560)

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 159 (232,985)
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.

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 102 (324,269)
Citation 6

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Frozen markets, liquidity, bailout, crisis

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 87 (358,681)
Citation 3

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

26.

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 51 (474,128)
Citation 1

Abstract:

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

27.

How Does Low for Long Impact Credit Risk Premia?

Number of pages: 44
Antje Berndt and Jean Helwege
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics and UC Riverside
Downloads 46

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Credit Risk Premia, Systematic Default Risk, Reaching for Yield, Ambiguity Aversion, Unconventional Monetary Policy

28.

Risk Aversion in Corporate Bond Markets

Number of pages: 45 Posted: 11 Oct 2021 Last Revised: 14 Oct 2021
Antje Berndt, Ilya Dergunov and Jean Helwege
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Australian National University (ANU) and UC Riverside
Downloads 23 (619,811)

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Default risk, default risk premia, default beta, reaching for yield

29.

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 10 (715,987)

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30.

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

Abstract:

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G12, G14, G24

31.

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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32.

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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33.

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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34.

How Long Do Junk Bonds Spend in Default?

Posted: 03 Nov 1998
Jean Helwege
UC Riverside

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35.

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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