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A Credit Spread Puzzle for Reduced-Form Models
1 of 50 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.2139/ssrn.1008325
The 49 checked references that resolve
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1561/104.00000004
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
resolves10.1111/j.1540-6261.2010.01630.x
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market
resolves10.3386/w4995
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
resolves10.1093/rof/rfr032
Dynamic Interactions Between Interest-Rate and Credit Risk: Theory and Evidence on the Credit Default Swap Term Structure*
resolves10.1093/rfs/hhn078
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
resolves10.3905/jfi.2010.20.2.031
Corporate Credit Default Swap Liquidity and Its Implicationsfor Corporate Bond Spreads
resolves10.1093/rfs/hhn071
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
resolves10.1016/j.jimonfin.2013.07.003
What drives corporate default risk premia? Evidence from the CDS market
resolves10.1016/j.jfineco.2011.10.009
Corporate bond liquidity before and after the onset of the subprime crisis
resolves10.1016/j.jfineco.2011.03.020
Regulatory pressure and fire sales in the corporate bond market
resolves10.2139/ssrn.637042
Can Structural Models Price Default Risk? New Evidence from Bond and Credit Derivative Markets
resolves10.1111/j.1540-6261.1996.tb02714.x
Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
resolves10.1111/j.1540-6261.2005.00797.x
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
resolves10.1111/j.1540-6261.1995.tb04037.x
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.2139/ssrn.1928721
The Credit Risk of Banks and Non-Banks During the Crisis: Evidence from the CDS Market
resolves10.1016/j.jfineco.2007.10.006
Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds☆
The 11 references without a DOI — listed, not checked
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no DOI — not checkedMoody's Investors Service
no DOI — not checkedref55
no DOI — not checkedref57
no DOI — not checkedref60
no DOI — not checkedref61
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