Unsecured Credit Supply Risk and Bond Prices

SSRN Electronic Journal ◽

10.2139/ssrn.3725031 ◽

2020 ◽

Author(s):

Pierre Mabille

Keyword(s):

Supply Risk ◽

Bond Prices ◽

Credit Supply

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Extraction of Implied Default Probabilities and Expected Recovery Values from a Combination of Bond Prices and CDS Spreads

CFA Digest ◽

10.2469/dig.v44.n7.23 ◽

2014 ◽

Vol 44 (7) ◽

Author(s):

Marvin Powell

Keyword(s):

Bond Prices

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An Empirical Study of Structural Credit Risk Models Using Stock and Bond Prices

CFA Digest ◽

10.2469/dig.v34.n4.1562 ◽

2004 ◽

Vol 34 (4) ◽

pp. 32-33

Author(s):

Lorne Jeremy Zeiler

Keyword(s):

Empirical Study ◽

Credit Risk ◽

Risk Models ◽

Bond Prices ◽

Structural Credit Risk Models

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The Impact of Bond Rating Changes on Corporate Bond Prices: New Evidence from the Over-the-Counter Market

SSRN Electronic Journal ◽

10.2139/ssrn.1364815 ◽

2008 ◽

Author(s):

Anthony D. May

Keyword(s):

Corporate Bond ◽

Bond Prices ◽

Over The Counter ◽

Bond Rating ◽

Rating Changes ◽

The Impact ◽

New Evidence

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Stock and Bond Prices with Disagreement and Habit Formation Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.1787371 ◽

2011 ◽

Author(s):

Costas Xiouros ◽

Fernando Zapatero

Keyword(s):

Habit Formation ◽

Bond Prices

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Local Debt Inflexibility and the Transmission of Credit Supply Shocks

SSRN Electronic Journal ◽

10.2139/ssrn.2023723 ◽

2012 ◽

Author(s):

Lei Zhang ◽

Massimo Massa

Keyword(s):

Credit Supply ◽

Supply Shocks

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Liquidity Management and Credit Supply at U.S. Banks

SSRN Electronic Journal ◽

10.2139/ssrn.2187985 ◽

2014 ◽

Author(s):

Priyank Gandhi ◽

Patrick Christian Kiefer

Keyword(s):

Liquidity Management ◽

Credit Supply

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A Simple Multi-Factor Model of Corporate Bond Prices

SSRN Electronic Journal ◽

10.2139/ssrn.248369 ◽

2001 ◽

Cited By ~ 6

Author(s):

Clemens Mueller

Keyword(s):

Factor Model ◽

Corporate Bond ◽

Bond Prices

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The Bank Lending Channel of Unconventional Monetary Policy: The Impact of the VlLTROs on Credit Supply in Spain

SSRN Electronic Journal ◽

10.2139/ssrn.2595612 ◽

2015 ◽

Cited By ~ 1

Author(s):

Miguel Garcia-Posada ◽

Marco Marchetti

Keyword(s):

Monetary Policy ◽

Bank Lending ◽

Unconventional Monetary Policy ◽

Bank Lending Channel ◽

Lending Channel ◽

Credit Supply ◽

The Impact

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Supply Risk Mitigation Via Supplier Diversification and Improvement: An Experimental Evaluation

SSRN Electronic Journal ◽

10.2139/ssrn.3011383 ◽

2017 ◽

Cited By ~ 3

Author(s):

Basak Kalkanci

Keyword(s):

Experimental Evaluation ◽

Risk Mitigation ◽

Supply Risk

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The Effect of Credit Supply Shocks on Economic Activity - The Interwar Period

SSRN Electronic Journal ◽

10.2139/ssrn.3107277 ◽

2018 ◽

Author(s):

Joshua Wojnilower

Keyword(s):

Interwar Period ◽

Economic Activity ◽

Credit Supply ◽

Supply Shocks

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