Reference health
Default Risk and the Pricing of U.S. Sovereign Bonds
33/33 checkable references clean · checked 2026-08-28
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.
20 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 33 checked references that resolve
resolves10.1016/j.jmoneco.2013.04.009
Systemic sovereign credit risk: Lessons from the U.S. and Europe
resolves10.1017/S0022109017000916
Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices
resolves10.1093/rfs/hhaa033
Renting Balance Sheet Space: Intermediary Balance Sheet Rental Costs and the Valuation of Derivatives
resolves10.1111/j.1542-4774.2012.01067.x
INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES
resolves10.1016/j.jeconom.2017.08.013
Staying at zero with affine processes: An application to term structure modelling
resolves10.1111/j.1540-6261.2008.01399.x
Default and Recovery Implicit in the Term Structure of Sovereign
<i>CDS</i>
Spreads
resolves10.1002/9781118709207.ch10
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
resolves10.1016/j.jfineco.2020.08.004
Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang
The 20 references without a DOI — listed, not checked
no DOI — not checkedCounterparty Credit Risk and the Credit Default Swap Market
no DOI — not checkedSovereign Credit Default Swap Premia
no DOI — not checkedThe Evolving Market for U.S. Sovereign Credit Risk
no DOI — not checkedExtracting Deflation Probability Forecasts from Treasury Yields
no DOI — not checkedDoes Quantitative Easing Affect Market Liquidity?
no DOI — not checkedCredit and liquidity in interbank rates: A quadratic approach
no DOI — not checkedArbitrage-Free Bond Pricing with Dynamic Macroeconomic Models
no DOI — not checkedThe Inflation Bond Risk Premium: Evidence From the TIPS Market
no DOI — not checkedref30
no DOI — not checkedThe TIPS Yield Curve and Inflation Compensation
no DOI — not checkedInflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps
no DOI — not checkedHow much of the corporate-Treasury yield spread is due to credit risk
no DOI — not checkedref36
no DOI — not checkedHow Sovereign is Sovereign Credit Risk?
no DOI — not checkedref39
no DOI — not checkedAffine Modeling of Credit Risk, Pricing of Credit Events and Contagion
no DOI — not checkedFiscal Space and the Aftermath of Financial Crises: How It Matters and Why
no DOI — not checkedref49
no DOI — not checkedref50
no DOI — not checkedref53
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