Solbjerg Plads 3
Frederiksberg C, DK - 2000
Denmark
Copenhagen Business School
SSRN RANKINGS
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Corporate bonds, Liquidity, Liquidity risk, Subprime crisis
Corporate bonds, Yield spreads, Liquidity, Subprime Crisis, TRACE
Swap spreads, corporate bond spreads, term structure of interest rates
Nonlinear Term Structure Models, Expected Excess Returns, Stochastic Volatility, Unspanned Risk Premia (URP), Unspanned Stochastic Volatility (USV)
Creditor control, Credit default swap (CDS), Distress, Default, Bankruptcy, Covenant violation, Liquidity, Corporate bonds
Credit spread puzzle, Merton model, Structural models, Corporate bond spreads, Realized default frequencies
credit risk, CDO, hedging
Corporate Debt Valuations, Tobin's Q, Leverage Premium
Affine term structure, Market price of risk, Time-varying risk premium, Time-varying volatility
Credit Spreads, LBO risk, Structural Models, Leveraged Buyouts
Bid-ask spread, Liquidity, Over-the-counter markets, Inventory costs, Corporate bonds
Suboptimal investments, parameter uncertainty, utility losses, bond portfolios, MCMC estimation
liquidity, corporate bonds, search frictions, selling pressure, over-the-counter
Structural Models, Debt Levels, Default Rates, Default Boundary, Credit Risk
