Matches in SemOpenAlex for { <https://semopenalex.org/work/W2775245512> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W2775245512 abstract "We measure credit risk premia - prices for bearing corporate default risk in excess of expected default losses - using Markit CDS and Moody’s Analytics EDF data. We find dramatic variation over time in credit risk premia, with peaks in 2002, during the global financial crisis of 2008-09, and in the second half of 2011. Even after normalizing these premia by expected default losses, median credit risk premia fluctuate over time by more than a factor of ten. Credit risk premia comove with macroeconomic indicators, even after controlling for variation in expected default losses, with higher premia per unit of expected loss during times of market-wide distress. Countercyclical variation of premia-to-expected-loss ratios is more pronounced for investment-grade issuers than for high-yield issuers." @default.
- W2775245512 created "2017-12-22" @default.
- W2775245512 creator A5007866037 @default.
- W2775245512 creator A5020421565 @default.
- W2775245512 creator A5025109188 @default.
- W2775245512 creator A5090443683 @default.
- W2775245512 date "2017-01-01" @default.
- W2775245512 modified "2023-09-23" @default.
- W2775245512 title "Corporate Credit Risk Premia" @default.
- W2775245512 cites W1519502948 @default.
- W2775245512 cites W2008301397 @default.
- W2775245512 cites W2015226315 @default.
- W2775245512 cites W2037841399 @default.
- W2775245512 cites W2040111471 @default.
- W2775245512 cites W2051333275 @default.
- W2775245512 cites W2077252204 @default.
- W2775245512 cites W2077791698 @default.
- W2775245512 cites W2084599848 @default.
- W2775245512 cites W2097794804 @default.
- W2775245512 cites W2102000699 @default.
- W2775245512 cites W2104723218 @default.
- W2775245512 cites W2105973145 @default.
- W2775245512 cites W2161791308 @default.
- W2775245512 cites W2165053060 @default.
- W2775245512 cites W2322286309 @default.
- W2775245512 cites W2520784457 @default.
- W2775245512 cites W2525141336 @default.
- W2775245512 cites W2606985126 @default.
- W2775245512 cites W2661702847 @default.
- W2775245512 cites W2954771063 @default.
- W2775245512 cites W3121214655 @default.
- W2775245512 cites W3121967278 @default.
- W2775245512 cites W3122064234 @default.
- W2775245512 cites W3122403692 @default.
- W2775245512 cites W3123097597 @default.
- W2775245512 cites W3123133978 @default.
- W2775245512 cites W3123148124 @default.
- W2775245512 cites W3123829312 @default.
- W2775245512 cites W3123931904 @default.
- W2775245512 cites W3124020533 @default.
- W2775245512 cites W3124340357 @default.
- W2775245512 cites W3124789532 @default.
- W2775245512 cites W3124800418 @default.
- W2775245512 cites W3125149866 @default.
- W2775245512 cites W3125167298 @default.
- W2775245512 cites W3125489983 @default.
- W2775245512 cites W3125948322 @default.
- W2775245512 cites W3126055937 @default.
- W2775245512 cites W3126074134 @default.
- W2775245512 cites W3205315783 @default.
- W2775245512 cites W4231853810 @default.
- W2775245512 cites W4376849348 @default.
- W2775245512 doi "https://doi.org/10.2139/ssrn.3077352" @default.
- W2775245512 hasPublicationYear "2017" @default.
- W2775245512 type Work @default.
- W2775245512 sameAs 2775245512 @default.
- W2775245512 citedByCount "2" @default.
- W2775245512 countsByYear W27752455122018 @default.
- W2775245512 countsByYear W27752455122021 @default.
- W2775245512 crossrefType "journal-article" @default.
- W2775245512 hasAuthorship W2775245512A5007866037 @default.
- W2775245512 hasAuthorship W2775245512A5020421565 @default.
- W2775245512 hasAuthorship W2775245512A5025109188 @default.
- W2775245512 hasAuthorship W2775245512A5090443683 @default.
- W2775245512 hasConcept C106159729 @default.
- W2775245512 hasConcept C144133560 @default.
- W2775245512 hasConcept C151541453 @default.
- W2775245512 hasConcept C162118730 @default.
- W2775245512 hasConcept C162324750 @default.
- W2775245512 hasConcept C178350159 @default.
- W2775245512 hasConcept C73283319 @default.
- W2775245512 hasConceptScore W2775245512C106159729 @default.
- W2775245512 hasConceptScore W2775245512C144133560 @default.
- W2775245512 hasConceptScore W2775245512C151541453 @default.
- W2775245512 hasConceptScore W2775245512C162118730 @default.
- W2775245512 hasConceptScore W2775245512C162324750 @default.
- W2775245512 hasConceptScore W2775245512C178350159 @default.
- W2775245512 hasConceptScore W2775245512C73283319 @default.
- W2775245512 hasLocation W27752455121 @default.
- W2775245512 hasOpenAccess W2775245512 @default.
- W2775245512 hasPrimaryLocation W27752455121 @default.
- W2775245512 hasRelatedWork W1493997746 @default.
- W2775245512 hasRelatedWork W1974455217 @default.
- W2775245512 hasRelatedWork W1976060185 @default.
- W2775245512 hasRelatedWork W1997664632 @default.
- W2775245512 hasRelatedWork W2116831668 @default.
- W2775245512 hasRelatedWork W2155649560 @default.
- W2775245512 hasRelatedWork W2784195128 @default.
- W2775245512 hasRelatedWork W3123162876 @default.
- W2775245512 hasRelatedWork W3157199338 @default.
- W2775245512 hasRelatedWork W3205315783 @default.
- W2775245512 isParatext "false" @default.
- W2775245512 isRetracted "false" @default.
- W2775245512 magId "2775245512" @default.
- W2775245512 workType "article" @default.