Brooks Brady

Finance · 2002–2003

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #3,769 of 10,518 by trust here, #2,066 by citations

Whom Brooks Brady trusts overall

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

1. Robert A. Jarrow

Who trusts Brooks Brady overall

1. V. Acharya
2. Edward I. Altman
3. Hui Chi Chen
4. Rafael Repullo
5. John C. Hull
6. Xinzheng Huang
7. Sreedhar T. Bharath
8. Sergei Davydenko

Papers from Brooks Brady's perspective

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

1. Default Parameter Estimation Using Market Prices
2. Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-value Ratios
3. Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates
4. The term structure of credit spreads with jump risk
5. The Pricing of Options and Corporate Liabilities
6. Time-Changed Levy Processes and Option Pricing ⁄
7. Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
8. Bankruptcy Prediction With Industry Effects
9. Multi-Period Corporate Default Prediction With Stochastic Covariates
10. The intersection of market and credit risk

Their papers

• The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications (2003) — 802 citations
• The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality (2002) — 111 citations