Dion Bongaerts
Finance · 2009–2011
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 30 citations into it
- Accounting — 13 citations into it
Whom Dion Bongaerts trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Dion Bongaerts overall
Papers from Dion Bongaerts's perspective
Ordered by how strongly the researchers Dion Bongaerts trusts endorse each paper. Same corpus, a different order for every researcher.
- Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
- Are unsolicited credit ratings biased downward
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
- Explaining the Rate Spread on Corporate Bonds
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Market liquidity and funding liquidity
- Post-'87 crash fears in the S&P 500 futures option market
- Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
- The Bond/Old-Bond Spread
- Differences of Opinion and the Cross Section of Stock Returns
Their papers
- Tiebreaker: Certification and Multiple Credit Ratings (2009) — 347 citations
- Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market (2011) — 323 citations