Concepedia

Credit Events

Credit Events is a financial contingency defined as the occurrence of a specified adverse occurrence, such as default, bankruptcy, or failure to pay, that triggers the obligation to settle a credit derivative contract.

76

Publications

3.8K

Citations

139

Authors

108

Institutions

Publications per year

2017–2026

12

Parents

Publications

76

Default and Recovery Implicit in the Term Structure of Sovereign <i>CDS</i> Spreads

Jun Pan, Kenneth J. Singleton · The Journal of Finance · 2008 · 849 citations

, , +17

Valuing Credit Default Swaps I

John C. Hull, Alan White · The Journal of Derivatives · 2000 · 441 citations · Full text

, , +15

An Anatomy of Credit Booms and their Demise

Enrique G. Mendoza, Marco E. Terrones · National Bureau of Economic Research · 2012 · 278 citations · Full text

, , +17

Modeling the effect of macroeconomic factors on corporate default and credit rating transitions

Stephen Figlewski, Halina Frydman, Weijian Liang · International Review of Economics & Finance · 2011 · 196 citations

, , +17

Information asymmetry, the cost of debt, and credit events: Evidence from quasi-random analyst disappearances

François Derrien, Ambrus Kecskés, Sattar Mansi · Journal of Corporate Finance · 2016 · 137 citations

, , +16

1–5 of 76

Authors

139

  1. GZ
    Gaiyan Zhang

    University of Missouri–St. Louis, United States

    5 publications · 168 citations

    5

    h-index

  2. JA
    Jorge A. Chan‐Lau

    International Monetary Fund, United States

    3 publications · 57 citations

    3

    h-index

  3. AK
    Ambrus Kecskés

    York University, Canada

    3 publications · 167 citations

    3

    h-index

  4. SM
    Sattar Mansi

    Virginia Tech, United States

    3 publications · 167 citations

    3

    h-index

  5. PJ
    Philippe Jorion

    University of California, Irvine, United States

    3 publications · 138 citations

    3

    h-index

1–5 of 139

Institutions

108

  1. International Monetary Fund

    Washington D.C., United States

    5 h-index

    7 publications

    630 citations

  2. New York University

    New York, United States

    4 h-index

    6 publications

    484 citations

  3. HEC Paris

    Jouy-en-Josas, France

    4 h-index

    4 publications

    181 citations

  4. National Bureau of Economic Research

    Cambridge, United States

    3 h-index

    5 publications

    693 citations

  5. University of California, Irvine

    Irvine, United States

    3 h-index

    4 publications

    105 citations

  6. Columbia University

    New York, United States

    3 h-index

    4 publications

    108 citations

  7. Virginia Tech

    Blacksburg, United States

    3 h-index

    3 publications

    167 citations

  8. York University

    Toronto, Canada

    3 h-index

    3 publications

    167 citations

1–8 of 108

Venues

  1. SSRN Electronic Journal

    Repository · 18 publications · 373 citations

    14

    h-index

  2. The Journal of Derivatives

    3 publications · 485 citations

    3

    h-index

  3. The Journal of Fixed Income

    4 publications · 53 citations

    3

    h-index

  4. IMF Working Paper

    2 publications · 22 citations

    2

    h-index

  5. The Journal of Finance

    2 publications · 876 citations

    2

    h-index

1–5