Finance research letters · 2016 · 12 citations · 17 references
BusinessCorporate GovernanceFinanceCorporate FinanceFinancial EconomicsFinancial Risk ManagementCapital MarketsCredit MarketsCredit RiskFinancial RiskLiquidity RiskSystemic RiskBorrower Default RiskCredit Default Swap PricingCredit Risk SpreadsCredit Spread DeterminantsDefault Risk Analysis
17
The Determinants of Credit Spread Changes
Pierre Collin-Dufresn, Robert S. Goldstein, J. Spencer Martin · The Journal of Finance · 2001 · 2.2K citations · Full text
Equity Volatility and Corporate Bond Yields
John Y. Campbell, Glen B. Taksler · The Journal of Finance · 2003 · 1.3K citations · Full text