FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122762010> ?p ?o ?g. }

• W3122762010 endingPage "753" @default.
• W3122762010 startingPage "743" @default.
• W3122762010 abstract "This study empirically examines the impact of the interaction between market and default risk on corporate credit spreads. Using credit default swap (CDS) spreads, we find that average credit spreads decrease in GDP growth rate, but increase in GDP growth volatility and jump risk in the equity market. At the market level, investor sentiment is the most important determinant of credit spreads. At the firm level, credit spreads generally rise with cash flow volatility and beta, with the effect of cash flow beta varying with market conditions. We identify implied volatility as the most significant determinant of default risk among firm-level characteristics. Overall, a major portion of individual credit spreads is accounted for by firm-level determinants of default risk, while macroeconomic variables are directly responsible for a lesser portion." @default.
• W3122762010 created "2021-02-01" @default.
• W3122762010 creator A5050354792 @default.
• W3122762010 creator A5058391821 @default.
• W3122762010 date "2010-04-01" @default.
• W3122762010 modified "2023-10-14" @default.
• W3122762010 title "Market conditions, default risk and credit spreads" @default.
• W3122762010 cites W1974169858 @default.
• W3122762010 cites W1978374797 @default.
• W3122762010 cites W2041600052 @default.
• W3122762010 cites W2057161904 @default.
• W3122762010 cites W2060778375 @default.
• W3122762010 cites W2100642247 @default.
• W3122762010 cites W2101266017 @default.
• W3122762010 cites W2118891973 @default.
• W3122762010 cites W2128475248 @default.
• W3122762010 cites W2142152317 @default.
• W3122762010 cites W2150503288 @default.
• W3122762010 cites W2160277425 @default.
• W3122762010 cites W2164312708 @default.
• W3122762010 cites W2170694901 @default.
• W3122762010 cites W2606985126 @default.
• W3122762010 cites W3020973247 @default.
• W3122762010 cites W3121151953 @default.
• W3122762010 cites W3121214655 @default.
• W3122762010 cites W3121467893 @default.
• W3122762010 cites W3121602047 @default.
• W3122762010 cites W3122265114 @default.
• W3122762010 cites W3122403692 @default.
• W3122762010 cites W3122550102 @default.
• W3122762010 cites W3122738207 @default.
• W3122762010 cites W3123097597 @default.
• W3122762010 cites W3123169855 @default.
• W3122762010 cites W3123829312 @default.
• W3122762010 cites W3124235709 @default.
• W3122762010 cites W3124536539 @default.
• W3122762010 cites W3124562575 @default.
• W3122762010 cites W3124742826 @default.
• W3122762010 cites W3124937548 @default.
• W3122762010 cites W3125051434 @default.
• W3122762010 cites W3125203185 @default.
• W3122762010 cites W3125688476 @default.
• W3122762010 cites W3125744792 @default.
• W3122762010 cites W4237227268 @default.
• W3122762010 cites W4255287478 @default.
• W3122762010 cites W4376849348 @default.
• W3122762010 doi "https://doi.org/10.1016/j.jbankfin.2009.05.018" @default.
• W3122762010 hasPublicationYear "2010" @default.
• W3122762010 type Work @default.
• W3122762010 sameAs 3122762010 @default.
• W3122762010 citedByCount "226" @default.
• W3122762010 countsByYear W31227620102012 @default.
• W3122762010 countsByYear W31227620102013 @default.
• W3122762010 countsByYear W31227620102014 @default.
• W3122762010 countsByYear W31227620102015 @default.
• W3122762010 countsByYear W31227620102016 @default.
• W3122762010 countsByYear W31227620102017 @default.
• W3122762010 countsByYear W31227620102018 @default.
• W3122762010 countsByYear W31227620102019 @default.
• W3122762010 countsByYear W31227620102020 @default.
• W3122762010 countsByYear W31227620102021 @default.
• W3122762010 countsByYear W31227620102022 @default.
• W3122762010 countsByYear W31227620102023 @default.
• W3122762010 crossrefType "journal-article" @default.
• W3122762010 hasAuthorship W3122762010A5050354792 @default.
• W3122762010 hasAuthorship W3122762010A5058391821 @default.
• W3122762010 hasBestOaLocation W31227620102 @default.
• W3122762010 hasConcept C106159729 @default.
• W3122762010 hasConcept C144133560 @default.
• W3122762010 hasConcept C162118730 @default.
• W3122762010 hasConcept C162324750 @default.
• W3122762010 hasConcept C178350159 @default.
• W3122762010 hasConcept C24308983 @default.
• W3122762010 hasConcept C26457952 @default.
• W3122762010 hasConcept C2984055962 @default.
• W3122762010 hasConcept C30589699 @default.
• W3122762010 hasConcept C556758197 @default.
• W3122762010 hasConcept C73283319 @default.
• W3122762010 hasConcept C89997419 @default.
• W3122762010 hasConceptScore W3122762010C106159729 @default.
• W3122762010 hasConceptScore W3122762010C144133560 @default.
• W3122762010 hasConceptScore W3122762010C162118730 @default.
• W3122762010 hasConceptScore W3122762010C162324750 @default.
• W3122762010 hasConceptScore W3122762010C178350159 @default.
• W3122762010 hasConceptScore W3122762010C24308983 @default.
• W3122762010 hasConceptScore W3122762010C26457952 @default.
• W3122762010 hasConceptScore W3122762010C2984055962 @default.
• W3122762010 hasConceptScore W3122762010C30589699 @default.
• W3122762010 hasConceptScore W3122762010C556758197 @default.
• W3122762010 hasConceptScore W3122762010C73283319 @default.
• W3122762010 hasConceptScore W3122762010C89997419 @default.
• W3122762010 hasIssue "4" @default.
• W3122762010 hasLocation W31227620101 @default.
• W3122762010 hasLocation W31227620102 @default.
• W3122762010 hasLocation W31227620103 @default.
• W3122762010 hasOpenAccess W3122762010 @default.
• W3122762010 hasPrimaryLocation W31227620101 @default.
• W3122762010 hasRelatedWork W1528104233 @default.

• next