One Shields Avenue
Davis, CA 95616
University of California, Davis
in Total Papers Downloads
in Total Papers Citations
credit rating, credit risk, default probability, forecast accuracy, systematic default risk
contingent capital, executive compensation, risk taking, banking regulation, bank default probability, financial crisis
Momentum, Past Returns, Volatility, Stock-Level Characteristics, Double Sorts
sovereign spreads, credit risk, bond pricing, terms of trade, default probabilities
CDS, market segmentation, inattention
inflation derivatives, inflation targeting, target zones, option pricing
shareholder-creditor conflicts, acquisitions, board of directors, bankers on boards, corporate governance, credit market reaction
corporate bond spreads, Merton model, implied volatility, equity volatility, bond pricing
regulation; financial institutions; executive compensation; risk taking; financial crises
inflation options, maturity of government debt, copulas, required reserves
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP10078.
copulas, inflation options, maturity of government debt, required reserves
financial distress, distress risk, corporate failure, performance of distressed stocks
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.469 seconds