JEL Classification D82
"Asymmetric and Private Information"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the D82 classification. (sorted by date) Qui, Jiaping, Fan Yu, "Endogenous Liquidity in Credit Derivatives", Journal of Financial Economics, Vol. 103, No. 3, (March 2012), pp. 611-631. Credit Allocation, Capital Requirements and Procyclicality
by Esa Jokivuolle of the Bank of Finland,
Ilkka Kiema of the University of Helsinki, and
Timo Vesala of the Tapiola Group
(514K PDF) -- 49 pages -- October 28, 2010 Pagano, Marco and Paolo Volpin, "Credit Ratings Failures and Policy Options", Economic Policy, Vol. 25, No. 62, (April 2010), pp. 401-431. Rethinking Risk Capital Allocation in a RORAC Framework
by Arne Buch of d-fine GmbH,
Gregor Dorfleitner, of University of Regensburg, and
Maximilian Wimmer of University of Regensburg
(403K PDF) -- 25 pages -- December 3, 2009 How Much do Banks use Credit Derivatives to Hedge Loans?
by Bernadette A. Minton of Ohio State University,
René Stulz of Ohio State University, and
Rohan Williamson of Georgetown University
(353K PDF) -- 31 pages -- February 2009 The Future of Securitization
by Günter Franke of the University of Konstanz & Goethe University, and
Jan Pieter Krahnen of Goethe-University Frankfurt
(321K PDF) -- 59 pages -- November 28, 2008 The Organization of Credit Risk Management in Banks: Hard versus Soft Information
by Brigitte Godbillon-Camus of the Université Robert Schuman, and
Christophe J. Godlewski of the Université Louis Pasteu
(194K PDF) -- 24 pages -- October 2, 2006 Hedging and Asset Allocation for Structured Products
by Robert Lamb of Imperial College,
Vladislav Peretyatkin of Imperial College, and
William Perraudin of Imperial College
(161K PDF) -- 25 pages -- December 2005 Default Risk Sharing Between Banks and Markets: The contribution of collateralized debt obligations
by Günter Franke of the University of Konstanz, and
Jan Pieter Krahnen of the University of Frankfurt
(756K PDF) -- 38 pages -- August 18, 2005 Remarks on Pricing Correlation Products
by Harald Skarke of Bank Austria Creditanstalt
(77K PDF) -- 6 pages -- July 17, 2005 Accounting Fraud and the Pricing of Corporate Liabilities Structural Models with Garbling
by Angelo Baglioni of the Catholic University of the Sacred Heart, and
Umberto Cherubini of the University of Bologna
(408K PDF) -- 33 pages -- February 2005 Yu, Fan, " Accounting Transparency and the Term Structure of Credit Spreads", Journal of Financial Economics, Vol. 75, No. 1, (January 2005), pp. 53-84. Credit Ratings and Stock Liquidity
by Elizabeth R. Odders-White of the University of Wisconsin, and
Mark J. Ready of the University of Wisconsin
(571K PDF) -- 58 pages -- October 2004 Credit Derivatives in Banking: Useful tools for managing risk?
by Gregory R. Duffee of the University of California, Berkeley, and
Chunsheng Zhou of the University of California at Riverside
(227K PDF) -- 30 pages -- August 2001 Commonality in Liquidity
by Tarun Chordia of Vanderbilt University,
Richard Roll of the University of California, Los Angeles, and
Avanidhar Subrahmanyam of the University of California, Los Angeles
(175K PDF) -- 26 pages -- April 2000 Lambrecht, Bart, William Perraudin, "Creditor Races and Contingent Claims", European Economic Review, Vol. 40, No. 3–5, (April 1996), pp. 897-907.
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