专题：Credit Risk and Financial Regulations

This cluster of papers explores the determinants of credit risk in financial markets, focusing on factors such as credit spread changes, default risk, credit default swaps, bond yields, credit ratings, sovereign debt, market spreads, liquidity, and the role of rating agencies in assessing credit risk.
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Comparative study on early risk warning for corporate bond defaults

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The Impact of Interest Rates and Capital Structure on Corporate Performance - The U.S. Interest Rate Hike Event

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How air pollution influences corporate credit spreads: A pre-registered report

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The influence of stock market liberalization on labor investment decisions: Evidence from China

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Twin Threats: The Compound Effect of Transition and Physical Risks on Firms’ Credit Ratings

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Incorporating Alternative Risk Premia into Balanced Portfolios: Provider Selection Matters

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Entwurf eines IDW Standards zur Beurteilung der Angemessenheit börsenkursbasierter Kompensationen (IDW ES 17)

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Algorithmic Insurable Risk Portfolios

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The unintended cost of financial regulation in China: The impact of the new regulation on asset management on private firms' credit spreads

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Networks and information in credit markets

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近5年高被引文献
Finance and Economics Discussion Series

paratext Full Text OpenAlex 563 FWCI0

Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks

article Full Text OpenAlex 514 FWCI115.687

Predictably Unequal? The Effects of Machine Learning on Credit Markets

article Full Text OpenAlex 289 FWCI37.821

CatBoost model and artificial intelligence techniques for corporate failure prediction

article Full Text OpenAlex 273 FWCI64.131

Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects

article Full Text OpenAlex 268 FWCI61.74

Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis

article Full Text OpenAlex 242 FWCI38.216

Climate Risk and Capital Structure

article Full Text OpenAlex 241 FWCI67.313

Is There a Replication Crisis in Finance?

article Full Text OpenAlex 207 FWCI71.288

Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets

article Full Text OpenAlex 204 FWCI32.672

Environmental, social and governance disclosure and default risk

article Full Text OpenAlex 179 FWCI29.503