Stephen M. Schaefer

2011

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

Papers from Stephen M. Schaefer's perspective

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

  1. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
  2. An Annual Index of U. S. Industrial Production, 1790–1915
  3. Explaining the Rate Spread on Corporate Bonds
  4. The Pricing of Options and Corporate Liabilities
  5. Multi-Period Corporate Default Prediction With Stochastic Covariates
  6. The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality
  7. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
  8. Specification Analysis of Affine Term Structure Models
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. An EBIT-Based Model of Dynamic Capital Structure

Their papers