Jean Helwege

University of South Carolina

United States

SCHOLARLY PAPERS

31

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CITATIONS
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418

Scholarly Papers (31)

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 University of South Carolina
Downloads 2,758 (3,004)
Citation 203

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 University of South Carolina
Downloads 862 (22,252)

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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 University of South Carolina
Downloads 230 (114,470)

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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 University of South Carolina
Downloads 104 (226,788)

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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 University of South Carolina
Downloads 88 (253,912)

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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 University of South Carolina
Downloads 43 (369,774)

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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, University of South Carolina, American Enterprise Institute (AEI) and University of Houston - Department of Finance
Downloads 1,004 (15,188)
Citation 3

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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
University of South Carolina, Pennsylvania State University - University Park - Department of Finance and Concordia University, Quebec
Downloads 756 (27,311)
Citation 1

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

5.
Downloads 655 ( 33,216)
Citation 8

Financial Firm Bankruptcy and Systemic Risk

Number of pages: 45 Posted: 12 Dec 2008 Last Revised: 31 Aug 2009
Jean Helwege
University of South Carolina
Downloads 469 (50,677)
Citation 8

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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
University of South Carolina
Downloads 186 (140,723)
Citation 8

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

6.
Downloads 623 ( 35,563)
Citation 17

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, University of South Carolina and University of Houston - Department of Finance
Downloads 460 (51,950)
Citation 17

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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, University of South Carolina and University of Houston - Department of Finance
Downloads 163 (158,479)
Citation 17

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bonds, reputation, underpricing, debt IPOs

7.

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, University of South Carolina and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 565 (34,092)
Citation 9

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

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

Number of pages: 45 Posted: 03 Aug 2005
University of South Carolina, US Securities & Exchange Commission and Ohio State University (OSU) - Department of Finance
Downloads 498 (46,896)
Citation 48

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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
University of South Carolina, US Securities & Exchange Commission and Ohio State University (OSU) - Department of Finance
Downloads 43 (373,397)
Citation 48

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9.

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
University of South Carolina, Clemson University and University of Nevada, Las Vegas - Department of Finance
Downloads 492 (41,581)
Citation 3

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

10.

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
University of South Carolina, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Concordia University, Quebec
Downloads 432 (52,936)
Citation 5

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

11.
Downloads 423 ( 58,209)
Citation 8

Fallen Angels and Price Pressure

Number of pages: 45 Posted: 16 May 2009 Last Revised: 02 Jun 2011
Pennsylvania State University, University of Michigan at Dearborn - School of Management and University of South Carolina
Downloads 304 (84,988)
Citation 8

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

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 University of South Carolina
Downloads 119 (205,348)
Citation 8

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

12.

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
University of South Carolina and affiliation not provided to SSRN
Downloads 368 (54,862)
Citation 24

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default rates, high-yield bonds, credit quality

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 - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of South Carolina
Downloads 272 (96,198)
Citation 4

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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 - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of South Carolina
Downloads 74 (282,465)
Citation 4

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14.

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, University of South Carolina and University of Houston - Department of Finance
Downloads 330 (65,366)
Citation 6

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bonds, reputation, underpricing, debt IPOs

15.

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, University of South Carolina and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 276 (84,277)
Citation 2

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

16.

On Bounding Credit-Event Risk Premia

AFA Conference
Number of pages: 48 Posted: 13 Nov 2012 Last Revised: 01 Mar 2015
Georgetown University - Department of Finance, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of South Carolina
Downloads 262 (100,473)

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credit risk model, contagion

17.
Downloads 253 (104,378)
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
University of South Carolina and University of Missouri at St. Louis - College of Business Administration
Downloads 145 (175,396)
Citation 8

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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
University of South Carolina and University of Missouri at St. Louis - College of Business Administration
Downloads 108 (220,693)
Citation 7

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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 - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of South Carolina
Downloads 160 (161,001)
Citation 58

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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 - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of South Carolina
Downloads 91 (248,617)
Citation 58

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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
University of South Carolina and Bank for International Settlements (BIS)
Downloads 224 (114,474)
Citation 8

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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
University of South Carolina and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 174 (133,467)

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

21.

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
University of South Carolina, Pennsylvania State University - University Park - Department of Finance and Concordia University, Quebec
Downloads 104 (155,086)

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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, University of South Carolina and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 99 (179,975)

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Liquidity shocks, fire sales, financial crisis, hedge funds

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, University of South Carolina and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 49 (251,892)

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Frozen markets, liquidity, bailout, crisis

24.

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 - Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of South Carolina
Downloads 19 (391,461)
Citation 3

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

25.

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

Number of pages: 59 Posted: 30 Jun 2016 Last Revised: 10 Mar 2017
Jean Helwege and Liying Wang
University of South Carolina and University of Nebraska - Lincoln
Downloads 0 (407,472)

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Corporate bonds, Liquidity, Price pressure, Mega-bonds, Roll-over risk, Underpricing

26.

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, University of South Carolina and University of Houston - Department of Finance

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G12, G14, G24

27.

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
University of South Carolina and Federal Reserve Board

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28.

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
University of South Carolina and Bank for International Settlements (BIS)

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29.

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

94-22
Posted: 20 Dec 1998
Jean Helwege and Nellie Liang
University of South Carolina and Federal Reserve Board

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30.

How Long Do Junk Bonds Spend in Default?

FEDS Working Paper No. 94-16
Posted: 03 Nov 1998
Jean Helwege
University of South Carolina

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31.

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

Posted: 01 Mar 1998
Jean Helwege and Christopher M. Turner
University of South Carolina and Black Rock Financial Management, Inc.

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