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De Facto Seniority, Credit Risk, and Corporate Bond Prices

https://doi.org/10.1093/rfs/hhx082
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Multifactor models do not explain deviations from the CAPM
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Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds☆
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Corporate bond liquidity before and after the onset of the subprime crisis
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The Determinants of Credit Spread Changes
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Multifactor Explanations of Asset Pricing Anomalies
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Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
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Empirical Evidence of Risk Shifting in Financially Distressed Firms
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Rollover Risk and Credit Risk
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7. Multifactor Models Do Not Explain Deviations from the CAPM
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Capital Structure and Debt Structure
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Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
inferredcites →https://doi.org/10.2139/ssrn.1474101openalex-snapshot
Rollover Risk and Credit Risk
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Macroeconomic Drivers of Bond and Equity Risks
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Equity Volatility and Corporate Bond Yields
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Structural Models of Credit Risk are Useful: Evidence from Hedge Ratios on Corporate Bonds
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What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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ИССЛЕДОВАНИЕ ДИНАМИКИ G-CПРЭДОВ КОРПОРАТИВНЫХ ОБЛИГАЦИЙ НА РОССИЙСКОМ РЫНКЕ
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On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model
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