Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
withdrawal, or removal notice.
The 59 checked references that resolve
resolves10.2139/ssrn.1074783Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005
resolves10.1086/497044The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*
resolves10.3386/w15733Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs.
resolves10.2139/ssrn.1339910Corporate Bond Liquidity Before and after the Onset of the Subprime Crisis
resolves10.3386/w14904How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads
resolves10.1016/j.asieco.2009.07.010Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market
resolves10.1086/505237The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks*
resolves10.1257/aer.98.2.339Is the 2007 US Sub-Prime Financial Crisis So Different? An International Historical Comparison
The 20 references without a DOI — listed, not checked
no DOI — not checkedCauses of the Financial Crisis
no DOI — not checkedref10
no DOI — not checkedMarket Integration and Contagion
no DOI — not checkedWhy did some banks perform better during the credit crisis? A cross-country study of the impact of governance and regulation, forthcoming
no DOI — not checkedref16
no DOI — not checkedref23
no DOI — not checkedref26
no DOI — not checkedref27
no DOI — not checkedref29
no DOI — not checkedref30
no DOI — not checkedref38
no DOI — not checkedOn the Probable Error" of a Coefficient of Correlation Deduced From a
no DOI — not checkedref43
no DOI — not checkedref54
no DOI — not checkedThe Problem of m
no DOI — not checkedref67
no DOI — not checkedThe Puzzling Price of Corporate Default Risk
no DOI — not checkedref74
no DOI — not checkedref78
no DOI — not checkedref79
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