Raleigh, NC 27695
Poole College of Management, NC State University
in Total Papers Downloads
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Syndicated loans, Loan secondary market, Bank credit, Moral hazard, Adverse selection
Credit and equity derivatives, Lead-lag analysis, Accounting scandals, Negative Earnings, Leveraged buyouts
default risk premia, asset pricing across multiple markets
Markovian HJM Models, Credit Derivatives, Default Clustering, Counterparty Credit Risk
Mortgage brokers, Loan performance, Subprime crisis, Credit risk retention, Qualified residential mortgages
Fiscal shocks, fiscal adjustment, defense spending, bond returns, debt maturity
CDS spreads, Expected losses, Credit risk premia, CDS liquidity, Market segmentation
Credit default swap, default risk premium, European credit market, European corporate bond markets, risk factors
European credit and bond markets, decomposing returns, risk factors
Mortgage broker compensation; Borrower valuation; Borrower informedness
Mortgage broker compensation, Borrower Valuation, Borrower Informedness
Mortgage broker compensation, Borrower valuation, Borrower informedness
monetary policy, debt dynamics, bond returns, predictability
credit default swaps, restructuring credit event, reduced-form credit risk modeling
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