Concepedia

Joel Reneby

JR

9

Publications

461

Citations

9

H-Index

1998

Active since

Affiliations

McGill University(Current)

Stockholm School of Economics

Institute for Financial Research

Tsinghua University

Joel Reneby is an author at McGill University specializing in business, asset pricing, and finance.

Top concepts

FinanceBusinessAsset PricingEconomicsManagementCapital StructureAccountingEmpirical FinanceFinancial EconomicsEconomic Analysis

Publications per year

1998–2015

9

Publications

9

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

Jan Ericsson, Joel Reneby, Hao Wang · SSRN Electronic Journal · 2005 · 129 citations · Full text

Estimating Structural Bond Pricing Models

Jan Ericsson, Joel Reneby · The Journal of Business · 2005 · 118 citations

Pricing corporate debt

Joel Reneby · 1998 · 40 citations

Financial Economics, Asset Pricing, Corporate Risk Management +14

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

Jan Ericsson, Joel Reneby, Hao Wang · Quarterly Journal of Finance · 2015 · 38 citations

Empirical Finance, Term Structure Model, Us Corporations +16

An Empirical Study of Structural Credit Risk Models Using Stock and Bond Prices

Jan Ericsson, Joel Reneby · The Journal of Fixed Income · 2004 · 34 citations

Empirical Finance, Term Structure Model, Financial Risk Management +18

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