Gary Geng

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it
• Accounting — 8 citations into it
• Economics and Econometrics — 8 citations into it

Whom Gary Geng trusts overall

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

1. Kay Giesecke
2. Linda Allen

Papers from Gary Geng's perspective

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

1. CORRELATED DEFAULT WITH INCOMPLETE INFORMATION
2. The Determinants of Credit Spread Changes
3. A Survey of Cyclical Effects in Credit Risk Measurement Models
4. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
5. Multi-Period Corporate Default Prediction With Stochastic Covariates
6. Explaining the Rate Spread on Corporate Bonds
7. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
8. The Cross‐Section of Expected Stock Returns
9. On Default Correlation: A Copula Function Approach
10. The Pricing of Options and Corporate Liabilities

Their papers

• Correlated Default Risk (2006) — 177 citations