Items where Author is "Schaefer, S M"

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Feldhutter, P and Schaefer, S M (2023) Debt dynamics and credit risk. Journal of Financial Economics, 149 (3). pp. 497-535. ISSN 0304-405X OPEN ACCESS

Feldh├╝tter, P and Schaefer, S M (2018) The Myth of the Credit Spread Puzzle. Review of Financial Studies, 31 (8). pp. 2897-2942. ISSN 0893-9454 OPEN ACCESS

Acharya, V, Schaefer, S M and Zhang, Y (2015) Liquidity risk and correlation risk: a clinical study of the General Motors and Ford downgrade of May 2005. Quarterly Journal of Finance, 5 (2). pp. 1-51. ISSN 2010-1392

Giesecke, K, Longstaff, F A, Schaefer, S M and Strebulaev, I (2014) Macroeconomic effects of corporate default crisis: A long-term perspective. Journal of Financial Economics, 111 (2). pp. 297-310. ISSN 0304-405X

Schaefer, S M, Giesecke, K, Longstaff, F A and Strebulaev, I (2011) Corporate bond default risk: A 150-year perspective. Journal of Financial Economics, 102 (2). pp. 233-250. ISSN 0304-405X

Schaefer, S M, Ang, A and Goetzmann, W N (2010) Efficient market theory and evidence: implications for active investment management. Foundations and Trends in Finance, 5 (3). pp. 157-242. ISSN 1567-2395

Schaefer, S M and Strebulaev, I (2008) Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds. Journal of Financial Economics, 90 (1). pp. 1-19. ISSN 0304-405X

Pelizzon, L and Schaefer, SM (2003) Do Risk Managment and Regulation Reduce Risk in Banking? Working Paper. London Business School IFA Working Paper.

Schaefer, SM and Brown, R H (2001) Why Long Term Forward Interest Rates (almost) Always Slope Downwards. Working Paper. London Business School IFA Working Paper.

This list was generated on Mon Oct 2 01:18:30 2023 BST.