Credit Risk and Financial Regulations
Topics
Description: This cluster of papers explores the determinants of credit risk in financial markets, focusing on factors such as credit spread changes, default risk, credit default swaps, bond yields, credit ratings... more
Related topics (siblings) Banking stability, regulation, efficiency, Capital Investment and Risk Analysis, Community Development and Social Impact, European Monetary and Fiscal Policies, finance, banking, and market dynamics +10 more
Subfield (parent): Finance
Domain: Social Sciences
Works count: 28,730
Citations count: 414,300
Martingales and arbitrage in multiperiod securities markets
1979 · J. Michael Harrison, David M. Kreps · Journal of Economic Theory
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
1974 · Robert C. Merton · The Journal of Finance
Modeling Term Structures of Defaultable Bonds
1999 · Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies