Laurence Freed

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it
• Accounting — 8 citations into it
• Economics and Econometrics — 8 citations into it

Whom Laurence Freed trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Kay Giesecke
2. Linda Allen
3. Donald B. Keim

Papers from Laurence Freed's perspective

Ordered by how strongly the researchers Laurence Freed trusts endorse each paper. Same corpus, a different order for every researcher.

1. CORRELATED DEFAULT WITH INCOMPLETE INFORMATION
2. The Determinants of Credit Spread Changes
3. A Survey of Cyclical Effects in Credit Risk Measurement Models
4. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
5. Multi-Period Corporate Default Prediction With Stochastic Covariates
6. Explaining the Rate Spread on Corporate Bonds
7. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
8. The Cross‐Section of Expected Stock Returns
9. The Pricing of Options and Corporate Liabilities
10. On Default Correlation: A Copula Function Approach

Their papers

• Correlated Default Risk (2006) — 177 citations