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) 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 A Comparative Analysis of CDO Pricing Models
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 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
(1,049K PDF) -- 41 pages -- May 5, 2008 Tightening Credit Standards: The Role of Accounting Quality
by Philippe Jorion of the University of California at Irvine,
Charles Shi of the University of California at Irvine, and
Sanjian Zhang of Lehigh University
(335K PDF) -- 51 pages -- March 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. [Abstract] 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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