Reference health
Credit Default Swap Spreads and Implied Cost of Equity
35/35 checkable references clean · checked 2026-08-27
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.
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The 35 checked references that resolve
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Illiquidity and stock returns: cross-section and time-series effects
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Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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A RATIONALE FOR DEBT MATURITY STRUCTURE AND CALL PROVISIONS IN THE AGENCY THEORETIC FRAMEWORK
resolves10.1016/s0304-4076(98)00009-8
Initial conditions and moment restrictions in dynamic panel data models
resolves10.1111/0022-1082.00384
Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets
resolves10.2308/accr.2004.79.1.73
PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital
resolves10.1111/j.1475-679x.2006.00209.x
International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?
resolves10.1016/s0304-4076(98)00076-1
Inference for unit roots in dynamic panels where the time dimension is fixed
resolves10.1016/0160-9327(61)90030-8
Advanced organic chemistry Third edition), by G. W. Wheland. Pp. xi + 871. John Wiley & Sons Inc., New York; John Wiley & Sons Ltd, London. 1960. E7 net
resolves10.1016/0304-405x(76)90026-x
Theory of the firm: Managerial behavior, agency costs and ownership structure
resolves10.2307/2331316
An Empirical Analysis of the Determinants of Corporate Debt Ownership Structure
resolves10.1016/0304-4076(92)90104-Y
Testing the null hypothesis of stationarity against the alternative of a unit root
resolves10.1016/s0304-4076(01)00098-7
Unit root tests in panel data: asymptotic and finite-sample properties
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.2139/ssrn.982943
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
resolves10.1016/j.jeconom.2004.02.005
A finite sample correction for the variance of linear efficient two-step GMM estimators
The 3 references without a DOI — listed, not checked
no DOI — not checkedThe relationship between credit default swap and cost of equity capital
no DOI — not checkedEndogeneity and the dynamics of internal corporate governance
no DOI — not checkedref37
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