Jeffery D. Amato
Finance · 2002–2003
A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #9,815 of 10,518 by trust here, #6,960 by citations
- Economics and Econometrics — 8 citations into it; #22,723 of 23,481 by trust here, #14,996 by citations
Whom Jeffery D. Amato trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jeffery D. Amato overall
Papers from Jeffery D. Amato's perspective
Ordered by how strongly the researchers Jeffery D. Amato trusts endorse each paper. Same corpus, a different order for every researcher.
- Explaining the Rate Spread on Corporate Bonds
- Corporate Bond Trading Costs: A Peek Behind the Curtain
- Stability of ratings transitions
- The Determinants of Credit Spread Changes
- The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
- Credit Risk: Pricing, Measurement, and Management
- Is Default Event Risk Priced in Corporate Bonds
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Specification Analysis of Affine Term Structure Models
- An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
Their papers
- The Credit Spread Puzzle (2003) — 230 citations
- Communication and Monetary Policy (2002) — 254 citations