On the public citation graph

Estimation of the Term Structure of CDS-AdjustedRisk-Free Interest Rates

https://doi.org/10.3905/jfi.2014.24.2.029
0 signed · 25 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-4614-5369-7openalex-snapshot
Smoothing Spline ANOVA Models
inferredcites →https://doi.org/10.1007/978-3-540-71297-8_35openalex-snapshot
Credit Risk Modeling
inferredcites →https://doi.org/10.1007/978-3-662-04821-4openalex-snapshot
Credit Risk: Modeling, Valuation and Hedging
inferredcites →https://doi.org/10.1016/j.frl.2006.10.002openalex-snapshot
Exploring the components of credit risk in credit default swaps
inferredcites →https://doi.org/10.1016/j.intfin.2011.09.007openalex-snapshot
The determinants of sovereign credit spread changes in the Euro-zone
inferredcites →https://doi.org/10.1016/j.jbankfin.2004.06.010openalex-snapshot
The relationship between credit default swap spreads, bond yields, and credit rating announcements
inferredcites →https://doi.org/10.1016/j.jebo.2011.10.013openalex-snapshot
Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
inferredcites →https://doi.org/10.1016/j.jimonfin.2005.08.009openalex-snapshot
Pricing default swaps: Empirical evidence
inferredcites →https://doi.org/10.1017/s0022109009990494openalex-snapshot
How Does Liquidity Affect Government Bond Yields?
inferredcites →https://doi.org/10.1093/rfs/hhm088openalex-snapshot
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00797.xopenalex-snapshot
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00798.xopenalex-snapshot
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01399.xopenalex-snapshot
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
inferredcites →https://doi.org/10.1257/mac.3.2.75openalex-snapshot
How Sovereign Is Sovereign Credit Risk?
inferredcites →https://doi.org/10.1515/9781400829170openalex-snapshot
Credit Risk
inferredcites →https://doi.org/10.2469/dig.v36.n1.1812openalex-snapshot
An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
inferredcites →https://doi.org/10.2469/faj.v55.n1.2243openalex-snapshot
Credit Swap Valuation
inferredcites →https://doi.org/10.2469/faj.v57.n3.2452openalex-snapshot
Floating–Fixed Credit Spreads
inferredcites →https://doi.org/10.3905/jfi.2008.705542openalex-snapshot
The Dynamic Pricing of Sovereign Risk in Emerging Markets
inferredcites →https://doi.org/10.3905/jfi.2009.19.1.026openalex-snapshot
Liquidity Commonality Across the Bond and CDS Markets

What points at this work

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

inferred← citeshttps://doi.org/10.2139/ssrn.4449010openalex-extracted
inferred← citeshttps://doi.org/10.1007/978-3-030-26036-1_14openalex-snapshot
The Changing Shape of Sovereign Default Intensities
inferred← citeshttps://doi.org/10.1007/978-3-658-46173-7_3openalex-snapshot
The Relationship between Risk Premium and Risk-Free Interest Rate: Evidence from Sovereign CDS Spreads
inferred← citeshttps://doi.org/10.1007/s11081-016-9333-2openalex-snapshot
Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach
inferred← citeshttps://doi.org/10.3905/jfi.2019.1.068openalex-snapshot
Are the Risk-Free Interest Rates Correlated with Sovereign Default Intensities?
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.