Jean Helwege

UC Riverside

900 University Ave.

Anderson Hall

Riverside, CA 92521

United States

SCHOLARLY PAPERS

33

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CITATIONS
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197

Scholarly Papers (33)

1.

Structural Models of Corporate Bond Pricing: An Empirical Analysis

EFA 2002 Berlin Meetings
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 3,153 (3,293)
Citation 218

Abstract:

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Credit risk, structural models

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Number of pages: 28 Posted: 07 Apr 2008 Last Revised: 10 Mar 2014
Söhnke M. Bartram, Natasha Burns and Jean Helwege
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 900 (24,489)

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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
Number of pages: 27 Posted: 22 Mar 2009 Last Revised: 10 Mar 2014
Söhnke M. Bartram, Natasha Burns and Jean Helwege
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 245 (122,709)

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

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Number of pages: 28 Posted: 15 Aug 2008 Last Revised: 10 Mar 2014
Söhnke M. Bartram, Natasha Burns and Jean Helwege
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 106 (253,094)

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

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Number of pages: 28 Posted: 23 Aug 2007 Last Revised: 10 Mar 2014
Söhnke M. Bartram, Natasha Burns and Jean Helwege
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 91 (280,599)
Citation 5

Abstract:

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

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Number of pages: 28 Posted: 05 Mar 2008 Last Revised: 10 Mar 2014
Söhnke M. Bartram, Natasha Burns and Jean Helwege
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside
Downloads 50 (390,029)
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 1,154 (17,201)
Citation 1

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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 812 (28,761)
Citation 17

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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 677 (36,899)
Citation 11

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

6.
Downloads 667 ( 37,603)
Citation 8

Financial Firm Bankruptcy and Systemic Risk

Number of pages: 45 Posted: 12 Dec 2008 Last Revised: 31 Aug 2009
Jean Helwege
UC Riverside
Downloads 478 (57,233)
Citation 3

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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 189 (157,923)
Citation 9

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

7.
Downloads 667 ( 37,603)
Citation 25

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 477 (57,412)
Citation 2

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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 190 (157,170)
Citation 31

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bonds, reputation, underpricing, debt IPOs

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: 12 Oct 2011
UC Riverside, Clemson University, Department of Finance and University of Nevada, Las Vegas - Department of Finance
Downloads 596 (43,711)
Citation 22

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

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 505 (53,345)
Citation 54

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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: 30 Oct 2014
UC Riverside, University of Central Florida and Ohio State University (OSU) - Department of Finance
Downloads 46 (404,495)
Citation 2

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10.

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 491 (55,909)
Citation 37

Abstract:

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default rates, high-yield bonds, credit quality

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 480 (57,585)
Citation 6

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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 402 (71,438)
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 292 (101,946)
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 81 (301,981)
Citation 22

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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 319 (93,131)
Citation 12

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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 297 (100,654)
Citation 6

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credit risk model, contagion

16.
Downloads 271 (110,997)
Citation 11

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 160 (183,184)
Citation 11

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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 111 (244,922)
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 166 (177,482)
Citation 6

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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 2010
Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and UC Riverside
Downloads 96 (270,937)

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18.

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 253 (119,302)
Citation 6

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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 238 (126,872)
Citation 12

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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 219 (137,648)
Citation 1

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

21.

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 153 (189,960)

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Liquidity shocks, fire sales, financial crisis, hedge funds

22.
Downloads 130 (216,737)

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 130 (217,498)
Citation 19

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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

23.

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 94 (272,639)
Citation 5

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Frozen markets, liquidity, bailout, crisis

24.

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

Number of pages: 66 Posted: 30 Jun 2016 Last Revised: 02 Jul 2019
Jean Helwege and Liying Wang
UC Riverside and University of Nebraska at Lincoln
Downloads 81 (299,195)
Citation 2

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

25.

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 44 (404,325)

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

26.

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 24 (492,575)

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

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 19

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

28.

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

29.

Initial Public Offerings in Hot and Cold Markets

Journal of Financial and Quantitative Analysis, Vol. 39, p. 541, September 2004
Posted: 06 Oct 2004
Jean Helwege and Nellie Liang
UC Riverside and Brookings Institution

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30.

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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31.

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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32.

How Long Do Junk Bonds Spend in Default?

FEDS Working Paper No. 94-16
Posted: 03 Nov 1998
Jean Helwege
UC Riverside

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33.

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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