Corporate Yield Spreads and Bond Liquidity

By E. Sullivan. 2007

117 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/e37a8b1aa05d566e529343830ba7e99dcd5ff3b2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Martijn Cremers
2. Pascal J. Maenhout
3. Joost Driessen
4. Stefano Giglio

In Finance

1. Pascal J. Maenhout
2. Martijn Cremers
3. Joost Driessen
4. Stefano Giglio
5. Hao Zhou
6. Chi Seng Pun
7. Hoi Ying Wong
8. Rüdiger Frey

Citations in the corpus

• Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model (2008, background): “16See for instance Chen, Lesmond, and Wei (2005) and De Jong and Driessen (2005). that equals the face value of the debt during the 10-year maturity period, we can directly value (hypothetical) bonds with shorter maturities.”
• Credit Default Swap Spreads and Systemic Financial Risk (2012, background): “16For example, see Bao et al. (2011), Chen et al. (2007), Collin-Dufresne et al. (2007), Huang and Huang (2012), or Longstaff et al. (2005).”