| The determinants of credit default swap premia J Ericsson, K Jacobs, R Oviedo Journal of financial and quantitative analysis 44 (1), 109-132, 2009 | 927 | 2009 |
| Liquidity and credit risk J Ericsson, O Renault The Journal of Finance 61 (5), 2219-2250, 2006 | 712 | 2006 |
| Can structural models price default risk? Evidence from bond and credit derivative markets J Ericsson, J Reneby, H Wang Quarterly Journal of Finance 5 (03), 1550007, 2015 | 241* | 2015 |
| Estimating structural bond pricing models J Ericsson, J Reneby The Journal of Business 78 (2), 707-735, 2005 | 224 | 2005 |
| Asset substitution, debt pricing, optimal leverage and maturity J Ericsson Debt Pricing, Optimal Leverage and Maturity, 2000 | 141 | 2000 |
| A framework for valuing corporate securities J Ericsson, J Reneby Applied Mathematical Finance 5 (3-4), 143-163, 1998 | 131 | 1998 |
| The cost and timing of financial distress R Elkamhi, J Ericsson, CA Parsons Journal of Financial Economics 105 (1), 62-81, 2012 | 123* | 2012 |
| Time‐Varying Asset Volatility and the Credit Spread Puzzle D Du, R Elkamhi, J Ericsson The Journal of Finance 74 (4), 1841-1885, 2019 | 86* | 2019 |
| Pricing credit default swaps with observable covariates H Doshi, J Ericsson, K Jacobs, SM Turnbull The Review of Financial Studies 26 (8), 2049-2094, 2013 | 83 | 2013 |
| The valuation of corporate liabilities: Theory and tests J Ericsson, J Reneby SSE/EFI Working Paper Series in Economics and Finance, 2001 | 66* | 2001 |
| An empirical study of structural credit risk models using stock and bond prices J Ericsson, J Reneby The Journal of Fixed Income 13 (4), 38, 2004 | 48 | 2004 |
| A note on contingent claims pricing with non-traded assets J Ericsson, J Reneby SSE/EFI Working Paper Series in Economics and Finance, 2002 | 41 | 2002 |
| Transaction taxes and trading volume on stock exchanges: an international comparison J Ericsson, R Lindgren | 35 | 1992 |
| Leverage and asymmetric volatility: The firm-level evidence J Ericsson, X Huang, S Mazzotta Journal of Empirical Finance 38, 1-21, 2016 | 29* | 2016 |
| Time varying risk premia in corporate bond markets R Elkamhi, J Ericsson Available at SSRN 1108266, 2008 | 26* | 2008 |
| Stock options as barrier contingent claims J Ericsson, J Reneby Applied Mathematical Finance 10 (2), 121-147, 2003 | 14 | 2003 |
| What risks do corporate bond put features insure against? R Elkamhi, J Ericsson, H Wang Journal of Futures Markets 32 (11), 1060-1090, 2012 | 8 | 2012 |
| Liquidity and credit risk O Renault, J Ericsson FMG Discussion Papers, 2000 | 7 | 2000 |
| R. Oviedo (2007), The Determinants of Credit Default Swap Premia J Ericsson, K Jacobs Journal of Financial and Quantitative Analysis, forthcoming, 0 | 7 | |
| Exploring Dynamic Default Dependence P Christoffersen, J Ericsson, K Jacobs, X Jin Available at SSRN 1400427, 2009 | 5 | 2009 |
Kris JacobsUniversity of HoustonVerified email at bauer.uh.edu
