JEL Classification G1
"General Financial Markets"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the G1 classification.     (sorted by date)

Pricing Options on Defaultable Stocks
by Erhan Bayraktar of the University of Michigan
(249K PDF) –- 26 pages -- December 2007

Accounting-Based versus Market-Based Cross-Sectional Models of CDS Spreads
by Sanjiv R. Das of Santa Clara University,
Paul Hanouna of Villanova University, and
Atulya Sarin of Santa Clara University
(531K PDF) -- 40 pages -- November 8, 2007

A Model of Corporate Bond Pricing with Liquidity and Marketability Risk
by Pierre Tychon of the European Investment Bank,
Vincent Vannetelbosch of FNRS & CORE, Université catholique de Louvain
(279K PDF) -- 36 pages -- August 19, 2005

An Empirical Evaluation of Structural Credit Risk Models
by ikola A Tarashev of the Bank for International Settlements
(314K PDF) -- 48 pages -- July 2005

Assessing the Probability of Bankruptcy
by Stephen A. Hillegeist of Northwestern University,
Elizabeth K. Keating of Harvard University,
Donald P. Cram of California State University, and
Kyle G. Lundstedt of VaRisk, Inc.
(203K PDF) -- 30 pages -- January 2004

Insolvency or Liquidity Squeeze? Explaining Very Short-Term Corporate Yield Spreads
by Dan Covitz of the Federal Reserve Board, and
Chris Downing of the Rice University
(248K PDF) -- 42 pages -- October 2, 2002

Credit Derivatives in Emerging Markets
by Romain G. Ranciere of New York University
(299K PDF) -- 24 pages -- April 2002

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Last modified: May 15, 2008