Interest rate swaps and corporate default-Reference-Cited by-同舟云学术

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Interest rate swaps and corporate default

Published:2018-03 Issue: Volume:88 Page:104-120
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Jermann Urban J.,Yue Vivian Z.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference24 articles.

1. Default and the maturity structure in sovereign bonds;Arellano;J. Polit. Econ.,2012

2. A rationale for debt maturity structure and call provisions in the agency theory framework;Barnea;J. Finance,1980

3. Begenau, J., Piazzesi, M., Schneider, M., 2012. Banks’ risk exposures. Unpublished manuscript.

4. The levered equity risk premium and credit spreads: a unified framework;Bhamra,2008

5. Bloom, N., Floetotto, M., Jaimovich, N., 2009. Really uncertain business cycles. Unpublished manuscript.

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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2. Unemployment and credit risk;Journal of Financial Economics;2021-10

3. Examination of the Relationship between Derivative Financial Instruments and the Economic Development of Lithuania;Contemporary Economics;2021-04-30

4. Inflation Risk and the Finance-Growth Nexus;SSRN Electronic Journal;2021

5. Negative Swap Spreads and Limited Arbitrage;The Review of Financial Studies;2019-03-13

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