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1-20 of 42
Subject: Fixed Income and Credit Risk
Journal Article
Specification Analysis of Structural Credit Risk Models Get access
Review of Finance, Volume 24, Issue 1, February 2020, Pages 45–98, https://doi.org/10.1093/rof/rfz006
Published: 23 April 2019
Journal Article
Yield Spreads and the Corporate Bond Rollover Channel Get access
Review of Finance, Volume 24, Issue 2, March 2020, Pages 345–379, https://doi.org/10.1093/rof/rfz005
Published: 27 March 2019
Journal Article
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads
Review of Finance, Volume 23, Issue 3, May 2019, Pages 557–597, https://doi.org/10.1093/rof/rfy034
Published: 16 November 2018
Journal Article
EDITOR'S CHOICE
Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades? Get access
Review of Finance, Volume 23, Issue 3, May 2019, Pages 471–511, https://doi.org/10.1093/rof/rfy033
Published: 17 October 2018
Journal Article
Exploring Mispricing in the Term Structure of CDS Spreads Get access
Review of Finance, Volume 23, Issue 1, February 2019, Pages 161–198, https://doi.org/10.1093/rof/rfy014
Published: 08 May 2018
Journal Article
EDITOR'S CHOICE
Credit Ratings Across Asset Classes: A Long-Term Perspective Get access
Review of Finance, Volume 21, Issue 2, March 2017, Pages 465–509, https://doi.org/10.1093/rof/rfx002
Published: 01 March 2017
Journal Article
Bond Variance Risk Premiums Get access
Review of Finance, Volume 21, Issue 3, May 2017, Pages 987–1022, https://doi.org/10.1093/rof/rfw072
Published: 27 January 2017
Journal Article
Regime-Dependent Sovereign Risk Pricing During the Euro Crisis Get access
Review of Finance, Volume 21, Issue 1, March 2017, Pages 363–385, https://doi.org/10.1093/rof/rfw050
Published: 07 October 2016
Journal Article
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses Get access
Review of Finance, Volume 21, Issue 1, March 2017, Pages 433–463, https://doi.org/10.1093/rof/rfw028
Published: 10 June 2016
Journal Article
Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting Get access
Review of Finance, Volume 21, Issue 1, March 2017, Pages 327–361, https://doi.org/10.1093/rof/rfw003
Published: 11 February 2016
Journal Article
Changing Risk Perception and the Time-Varying Price of Risk Get access
Review of Finance, Volume 20, Issue 4, July 2016, Pages 1549–1585, https://doi.org/10.1093/rof/rfv046
Published: 16 September 2015
Journal Article
Price Pressures on UK Real Rates: An Empirical Investigation Get access
Review of Finance, Volume 20, Issue 4, July 2016, Pages 1587–1630, https://doi.org/10.1093/rof/rfv039
Published: 11 August 2015
Journal Article
Is There a “Boom Bias” in Agency Ratings? Get access
Review of Finance, Volume 20, Issue 3, May 2016, Pages 979–1011, https://doi.org/10.1093/rof/rfv023
Published: 20 June 2015
Journal Article
Rollover Risk and Credit Spreads: Evidence from International Corporate Bonds Get access
Review of Finance, Volume 20, Issue 2, March 2016, Pages 631–661, https://doi.org/10.1093/rof/rfv022
Published: 11 June 2015
Journal Article
Bondholder Concentration and Credit Risk: Evidence from a Natural Experiment Get access
Review of Finance, Volume 20, Issue 1, March 2016, Pages 127–159, https://doi.org/10.1093/rof/rfv010
Published: 13 April 2015
Journal Article
Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis Get access
Review of Finance, Volume 19, Issue 4, July 2015, Pages 1703–1731, https://doi.org/10.1093/rof/rfu028
Published: 23 June 2014
Journal Article
Non-Markov Gaussian Term Structure Models: The Case of Inflation Get access
Review of Finance, Volume 18, Issue 5, August 2014, Pages 1953–2001, https://doi.org/10.1093/rof/rfu017
Published: 05 June 2014
Journal Article
Collective Action Clauses for the Eurozone Get access
Review of Finance, Volume 18, Issue 6, October 2014, Pages 2045–2102, https://doi.org/10.1093/rof/rft050
Published: 19 December 2013
Journal Article
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks Get access
Review of Finance, Volume 18, Issue 6, October 2014, Pages 2103–2151, https://doi.org/10.1093/rof/rft049
Published: 16 November 2013
Journal Article
Peso Problems and Term Structure Anomalies of Repo Rates Get access
Review of Finance, Volume 18, Issue 3, July 2014, Pages 1183–1215, https://doi.org/10.1093/rof/rft025
Published: 19 July 2013
