Investigating the Role of Systematic and Firm-Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models

By Gurdip Bakshi, Dilip B Madan 5, Frank Xiaoling Zhang. 2006

142 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/87dc109e22543db9e997ce6d1a5531c2030a639d

Citations in the corpus

• Theory and Evidence on the Dynamic Interactions between Sovereign Credit Default Swaps and Currency Options (2007, unknown): “2 See for example, Bevan and Garzarelli (2000), Frye (2000), Pedrosa and Roll (1998), Collin-Dufresne et al. (2001), Aunon-Nerin et al.”