Jan Ericsson

Finance · 2006–2009

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

Whom Jan Ericsson trusts overall

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

  1. Francis A. Longstaff
  2. G. Duffee
  3. Pierre Collin-Dufresne
  4. John Y. Campbell
  5. Robert A. Jarrow
  6. Robert S. Goldstein
  7. Donald B. Keim
  8. Antje Berndt
  9. Eduardo S. Schwartz
  10. Glen B. Taksler

Who trusts Jan Ericsson overall

  1. Jean-Sébastien Fontaine
  2. Antje Berndt
  3. Harjoat S. Bhamra
  4. Antonio Di Cesare
  5. Yufeng Han
  6. Koresh Galil
  7. Zhiguo He
  8. Arnaud de Servigny
  9. C. Rösch
  10. René Garcia

Papers from Jan Ericsson's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
  3. The Pricing of Options and Corporate Liabilities
  4. The Determinants of Credit Spread Changes
  5. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
  6. Do Credit Spreads Reflect Stationary Leverage Ratios
  7. Valuing American Options by Simulation: A Simple Least-Squares Approach
  8. The relationship between credit default swap spreads, bond yields, and credit rating announcements
  9. Explaining the Rate Spread on Corporate Bonds
  10. Valuing Credit Default Swaps I

Their papers