P. Roy

Economics and Econometrics · with Annaert · 2010

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

Whom P. Roy trusts overall

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

  1. Mitchell A. Petersen
  2. Carol Alexander

Papers from P. Roy's perspective

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

  1. Explaining the Rate Spread on Corporate Bonds
  2. Pricing Default Swaps: Empirical Evidence
  3. Explaining credit default swap premia
  4. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
  5. The intersection of market and credit risk
  6. Structural Models of Corporate Bond Pricing: An Empirical Analysis
  7. Regime dependent determinants of credit default swap spreads
  8. Insider Trading in Credit Derivatives
  9. Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements
  10. Liquidity and Credit Default Swap Spreads

Their papers