Diana Diaz Weigel

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Diana Diaz Weigel trusts overall

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

  1. D. Lando
  2. Robert Fildes
  3. Sreedhar T. Bharath
  4. Tyler Shumway
  5. Eugene F. Fama
  6. Pierre Collin-Dufresne
  7. Jan Ericsson
  8. Darrell Duffie

Papers from Diana Diaz Weigel's perspective

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

  1. Liquidity and Credit Risk
  2. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  3. Common risk factors in the returns on stocks and bonds
  4. Forecasting Default with the Kmv-Merton Model
  5. Do Credit Spreads Reflect Stationary Leverage Ratios
  6. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  7. Credit Risk Modeling: Theory and Applications
  8. Explaining the Rate Spread on Corporate Bonds
  9. Multi-Period Corporate Default Prediction With Stochastic Covariates
  10. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

Their papers