Reference health
Can Higher-Order Risks Explain the Credit Spread Puzzle?
48/48 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.
6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 48 checked references that resolve
resolves10.1086/497044
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*
resolves10.1111/j.1540-6261.2010.01630.x
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market
resolves10.1111/j.1540-6261.2010.01613.x
Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
resolves10.2139/ssrn.2642923
Quantifying Liquidity and Default Risks of Corporate Bonds Over the Business Cycle
resolves10.1093/rfs/hhn078
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
resolves10.1016/j.jfineco.2011.10.009
Corporate bond liquidity before and after the onset of the subprime crisis
resolves10.1016/j.jbankfin.2011.01.001
A reduced form model of default spreads with Markov-switching macroeconomic factors
resolves10.1111/caje.12057
Default and liquidity regimes in the bond market during the 2002–2012 period
resolves10.1016/j.jfineco.2012.02.001
Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
resolves10.1063/1.1654511
Estimation of impurity profiles in ion-implanted amorphous targets using joined half-Gaussian distributions
resolves10.2307/2329964
Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance
resolves10.1080/03610928208828279
The three-parameter two-piece normal family of distributions and its fitting
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.1007/bf00126386
Expectation dependence of random variables, with an application in portfolio theory
The 6 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedref11
no DOI — not checkedref30
no DOI — not checkedref38
no DOI — not checkedEstimation of the Mean of a Multivariate Normal Distribution
no DOI — not checkedref53
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