Credit Spread Widening Risk in Portfolios: Pricing Techniques and Sensitivity Measures

SSRN Electronic Journal ◽

10.2139/ssrn.1088965 ◽

2007 ◽

Author(s):

Aldo Letizia

Keyword(s):

Credit Spread

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Leverage Choice and Credit Spread Dynamics When Managers Risk Shift

SSRN Electronic Journal ◽

10.2139/ssrn.1343725 ◽

2009 ◽

Cited By ~ 1

Author(s):

Murray D. Carlson ◽

Ali Lazrak

Keyword(s):

Credit Spread ◽

Spread Dynamics

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The Equity-Smile and Credit-Spread Puzzles: Are They One and the Same?

SSRN Electronic Journal ◽

10.2139/ssrn.1568734 ◽

2010 ◽

Cited By ~ 2

Author(s):

Gordon Gemmill ◽

Yiran Yang

Keyword(s):

Credit Spread

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Vulnerability of Risk Management Systems in Credit Spread Widening Scenarios

SSRN Electronic Journal ◽

10.2139/ssrn.1577570 ◽

2010 ◽

Cited By ~ 1

Author(s):

Aldo Letizia

Keyword(s):

Risk Management ◽

Credit Spread ◽

Management Systems

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Credit Spread Widening Risk and its Effects on Banks' Economic Capital

SSRN Electronic Journal ◽

10.2139/ssrn.1800584 ◽

2010 ◽

Author(s):

Aldo Letizia

Keyword(s):

Economic Capital ◽

Credit Spread

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Optimal Capital Structure and Credit Spread under Partial Information

SSRN Electronic Journal ◽

10.2139/ssrn.2268514 ◽

2012 ◽

Author(s):

Jinqiang Yang ◽

Juan Peng

Keyword(s):

Capital Structure ◽

Partial Information ◽

Credit Spread ◽

Optimal Capital Structure ◽

Optimal Capital

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Equity Trading Activity and Credit Spread Shock

SSRN Electronic Journal ◽

10.2139/ssrn.2331698 ◽

2013 ◽

Author(s):

Vichet Sum

Keyword(s):

Credit Spread ◽

Trading Activity ◽

Equity Trading

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The Credit Spread Puzzle - Myth or Reality?

SSRN Electronic Journal ◽

10.2139/ssrn.2363081 ◽

2013 ◽

Cited By ~ 6

Author(s):

Peter Feldhhtter ◽

Stephen M. Schaefer

Keyword(s):

Credit Spread

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The Agency Credit Spread

SSRN Electronic Journal ◽

10.2139/ssrn.2373423 ◽

2013 ◽

Cited By ~ 3

Author(s):

Andrea Gamba ◽

Mamen Aranda ◽

Alessio Saretto

Keyword(s):

Credit Spread

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Sovereign Credit Spread, International Influence and Country Governance

SSRN Electronic Journal ◽

10.2139/ssrn.2414467 ◽

2014 ◽

Author(s):

Biao Guo ◽

Kai Dai ◽

David Newton

Keyword(s):

Credit Spread ◽

Sovereign Credit

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Aggregate Insider Trading and the Prediction of Credit Spread Changes

SSRN Electronic Journal ◽

10.2139/ssrn.2814473 ◽

2016 ◽

Author(s):

Patrick Hable

Keyword(s):

Insider Trading ◽

Credit Spread

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