Concepedia

Stephen M. Schaefer

SM

Statistics

Publications

33

Citations

2.9K

H-Index

24

Active since

1977

Affiliations

London Business School(Current)

Stanford University

London School of Business and Finance

Copenhagen Business School

National Bureau of Economic Research

Stephen M. Schaefer is an author at London Business School specializing in financial economics, finance, and business.

Publications per year

1977–2023

33

Publications

33

Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds☆

Stephen M. Schaefer, Ilya A. Strebulaev · Journal of Financial Economics · 2008 · 411 citations

, , +17

Structural Models of Credit Risk are Useful: Evidence from Hedge Ratios on Corporate Bonds

Ilya A. Strebulaev, Stephen M. Schaefer · SSRN Electronic Journal · 2004 · 340 citations · Full text

, , +15

Corporate bond default risk: A 150-year perspective

Kay Giesecke, Francis A. Longstaff, Stephen M. Schaefer et al. · Journal of Financial Economics · 2011 · 312 citations

, , +14

The term structure of real interest rates and the Cox, Ingersoll, and Ross model

Roger H. Brown, Stephen M. Schaefer · Journal of Financial Economics · 1994 · 193 citations

, , +8

Corporate Bond Default Risk: A 150-Year Perspective

Kay Giesecke, Francis A. Longstaff, Stephen M. Schaefer et al. · National Bureau of Economic Research · 2010 · 153 citations · Full text

, , +14

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