Joel Reneby

Stockholm School of Economics - Department of Finance

SE-113 83 Stockholm

Sweden

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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Top 17,517

in Total Papers Citations

7

CROSSREF CITATIONS

54

Scholarly Papers (6)

1.
Downloads 2,859 ( 6,378)
Citation 7

A Framework for Valuing Corporate Securities

WP 89
Number of pages: 25 Posted: 12 Dec 1996
Jan Ericsson and Joel Reneby
McGill University and Stockholm School of Economics - Department of Finance
Downloads 2,859 (6,264)
Citation 7

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A Framework for Valuing Corporate Securities

Posted: 11 Mar 1999
Jan Ericsson and Joel Reneby
McGill University and Stockholm School of Economics - Department of Finance

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2.
Downloads 2,566 ( 7,562)
Citation 11

Estimating Structural Bond Pricing Models

Number of pages: 70 Posted: 15 May 2001
Jan Ericsson and Joel Reneby
McGill University and Stockholm School of Economics - Department of Finance
Downloads 2,566 (7,434)
Citation 11

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Credit Risk, Maximum Likelihood, Corporate Bonds

Estimating Structural Bond Pricing Models

Posted: 28 Feb 2004
Jan Ericsson and Joel Reneby
McGill University and Stockholm School of Economics - Department of Finance

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Default risk, corporate bonds, credit spreads, maximum likelihood

3.

Can Structural Models Price Default Risk? New Evidence from Bond and Credit Derivative Markets

EFA 2005 Moscow Meetings Paper
Number of pages: 40 Posted: 27 Jan 2005 Last Revised: 16 Oct 2008
Jan Ericsson, Joel Reneby and Hao Wang
McGill University, Stockholm School of Economics - Department of Finance and Tsinghua University
Downloads 1,907 (12,212)
Citation 61

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Credit risk, credit derivatives, corporate bonds, structural models

4.

Stock Options as Barrier Contingent Claims

SSE/EFI Working Paper Series in Economics and Finance No. 137
Number of pages: 37 Posted: 09 Jan 1997
Jan Ericsson and Joel Reneby
McGill University and Stockholm School of Economics - Department of Finance
Downloads 875 (38,848)

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5.

The Valuation of Corporate Liabilities: Theory and Tests

Number of pages: 61 Posted: 06 Jul 2001
Joel Reneby and Jan Ericsson
Stockholm School of Economics - Department of Finance and McGill University
Downloads 657 (56,829)
Citation 5

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6.

Implementing Structural Credit Risk Models Using Both Stock and Bond Prices - an Empirical Study

Posted: 28 Feb 2004
Joel Reneby and Jan Ericsson
Stockholm School of Economics - Department of Finance and McGill University

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Credit risk, yield spreads, structural models