JEL Classification M41
"Accounting: Accounting and Auditing"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the M41 classification. (sorted by date) Examining what Best Explains Corporate Credit Risk: Accounting-based versus market-based models
by Antonio Trujillo-Ponce of Universidad Pablo de Olavide de Sevilla,
Reyes Samaniego-Medina of Universidad Pablo de Olavide de Sevilla, and
Clara Cardone-Riportella of Universidad Carlos III de Madrid
(184K PDF) -- 44 pages -- April 2012 Pricing CDOs with State Dependent Stochastic Recovery Rates
by Salah Amraoui of BNP Paribas,
Laurent Cousot of BNP Paribas,
Sébastien Hitier of BNP Paribas, and
Jean-Paul Laurent of Université Lyon 1
(436K PDF) -- 38 pages -- September, 9, 2009 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
(380K PDF) -- 12 pages -- April 2009 Tightening Credit Standards: The role of accounting quality
by Philippe Jorion of the University of California, Irvine,
Charles Shi of the University of California, Irvine, and
Sanjian Zhang of Lehigh University
(595K PDF) -- 38 pages -- March 2009 A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework
by Xavier Burtschell of BNP-Paribas,
Jon Gregory - Consultant, and
Jean-Paul Laurent of Université de Lyon & BNP-Paribas
(541K PDF) -- 34 pages -- February 20, 2009 Hedging Credit: Equity liquidity matters
by Sanjiv R. Das of Santa Clara University, and
Paul Hanouna of Villanova University
(209K PDF) -- 12 pages -- January 2009 Credit Derivatives and Risk Aversion
by Tim Leung of Johns Hopkins University,
Ronnie Sircar of Princeton University, and
Thaleia Zariphopoulou of Oxford University & the University of Texas at Austin
(268K PDF) -- 15 page -- December 2007 The Effect of Fair vs. Book Value Accounting on Banks
by Katrin Burkhardt of Bundesverband Deutscher Banken, and
Roland Strausz of the Free University Berlin
(222K PDF) -- 27 pages -- July 3, 2006 Accounting Fraud and the Pricing of Corporate Liabilities Structural Models with Garbling
by Angelo Baglioni of the Catholic University of the Sacred Heart, and
Umberto Cherubini of the University of Bologna
(408K PDF) -- 33 pages -- February 2005 Hillegeist, Stephen A., Elizabeth K. Keating, Donald P. Cram, and Kyle G. Lundstedt, " Assessing the Probability of Bankruptcy", Review of Accounting Studies, Vol. 9, No. 1, (March 2004), pp. 5-34. Forecasting Bankruptcy More Accurately: A simple hazard model
by Tyler Shumway of the University of Michigan
(185K PDF) -- 24 pages -- January 2001
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