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Academic Sessions |
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Structural Models of Corporate Bond Pricing: An Empirical Analysis Jing-zhi Huang (Penn State University)
Jean Helwege (Ohio State University)
Young Ho Eom (Yonsei University)
Discussant: Lars-Alexander Kühn (Humboldt-Universität zu Berlin)
An Empirical Comparison of Default Swap Pricing Models Patrick Houweling (Erasmus University Rotterdam and Rabobank International)
Ton Vorst (Erasmus University Rotterdam and ABN Amro)
Discussant: John Parsons (Charles River Associates Inc.)
Credit Risk Orderings Implicit in Ratings and Bond Market Yields Alex P. Taylor (University of Cambridge)
William Perraudin (University of London)
Discussant: Giuseppe Alesii (Università dell'Aquila)
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