Reference health
Corporate Credit Risk Premia
41/41 checkable references clean · checked 2026-07-26
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.
10 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 41 checked references that resolve
resolves10.1111/j.1540-6261.2005.00798.x
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
resolves10.1108/eb043456
An Empirical Assessment of a Simple Contingent‐Claims Model for the Valuation of Risky Debt
resolves10.1111/j.1540-6261.2010.01630.x
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market
resolves10.1093/rfs/hhn078
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
resolves10.1093/rof/rfr032
Dynamic Interactions Between Interest-Rate and Credit Risk: Theory and Evidence on the Credit Default Swap Term Structure*
resolves10.3905/jfi.2010.20.2.031
Corporate Credit Default Swap Liquidity and Its Implicationsfor Corporate Bond Spreads
resolves10.2139/ssrn.424301
Credit Risk and Risk Neutral Default Probabilities: Information About Rating Migrations and Defaults
resolves10.17016/feds.2016.087
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
resolves10.1016/j.jfineco.2005.10.011
Multi-period corporate default prediction with stochastic covariates
resolves10.1016/j.jfineco.2011.03.020
Regulatory pressure and fire sales in the corporate bond market
resolves10.1016/j.jbankfin.2004.06.010
The relationship between credit default swap spreads, bond yields, and credit rating announcements
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.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
The 10 references without a DOI — listed, not checked
no DOI — not checkedref12
no DOI — not checkedref20
no DOI — not checkedref23
no DOI — not checkedThe relation between Treasury yields and corporate bond yield spreads
no DOI — not checkedCredit swap valuation
no DOI — not checkedAsset price dynamics with slow-moving capital
no DOI — not checkedref36
no DOI — not checkedref41
no DOI — not checkedref44
no DOI — not checkedref51
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