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Jean Helwege
University of South Carolina -- Darla Moore School of Business
1705 College Street
Columbia, SC 29208
USA - University of California, Los Angeles, Ph. D. -- Economics, 1989.
- Jean Helwege holds the J. Henry Fellers Professorship of Business Administration at the Darla Moore School of Business, University of South Carolina.
- Prior to joining the Finance Department in 2010, Professor Helwege held academic positions at Penn State, the University of Arizona and Ohio State University. She also worked as an economist in the Federal Reserve System from 1988-1998. She has written more than 20 scholarly articles, including publications in the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Financial Intermediation, Financial Management and the Journal of Fixed Income. From 2005-2007, Professor Helwege served as Associate Editor of the Review of Financial Studies. Her research interests include corporate bonds and empirical corporate finance.
| Contact: | | Email address secured by Enkoder. | | Phone | +1 (803) 777-4926 | | Fax | +1 (803) 777-6876 | | e-mail |
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Publications: that are posted on DefaultRisk.com Credit Pricing On Bounding Credit Event Risk Premia
by Jennie Bai of Federal Reserve Bank of New York,
Pierre Collin-Dufresne of Columbia University,
Robert S. Goldstein of University of Minnesota, and
Jean Helwege of University of South Carolina
(535K PDF) -- 30 pages -- October 2012 Fallen Angels and Price Pressure
by Brent W. Ambrose of Pennsylvania State University,
Kelly N. Cai of the University of Michigan - Dearborn, and
Jean Helwege of Pennsylvania State University
(127K PDF) -- 31 pages -- June 2, 2009 Structural Models of Corporate Bond Pricing: An empirical analysis
by Young Ho Eom of Yonsei University,
Jean Helwege of Ohio State University, and
Jing-zhi Huang of Pennsylvania State University
(319K PDF) -- 46 pages -- Summer 2004 Helwege, Jean and Christopher M. Turner, " The Slope of the Credit Yield Curve for Speculative-Grade Issuers", Journal of Finance, Vol. 54, No. 5, (October 1999), pp. 1869-1884. Recovery Rates Credit Default Swap Auctions and Price Discovery
by Jean Helwege of Pennsylvania State University,
Sam Maurer of the Federal Reserve Bank of New York,
Asani Sarkar of the Federal Reserve Bank of New York, and
Yuan Wang of Pennsylvania State University
(188K PDF) -- 25 pages -- May 2009 Helwege, Jean, " How Long Do Junk Bonds Spend in Default?", Journal of Finance, Vol. 54, No. 1, (February 1999), pp. 341-357. Credit Correlation Modeling Credit Contagion via the Updating of Fragile Beliefs
by Luca Benzoni of Federal Reserve Bank of Chicago,
Pierre Collin-Dufresne of Columbia University,
Robert S. Goldstein of University of Minnesota, and
Jean Helwege of University of South Carolina
(1128K PDF) -- 42 pages -- February 28, 2011 Other Credit Forced Selling of Fallen Angels
by Brent W. Ambrose of Pennsylvania State University,
Nianyun (Kelly) Cai of the University of Michigan, Dearborn, and
Jean Helwege of Pennsylvania State University
(109K PDF) -- 35 pages -- March 14, 2008 Helwege, Jean, and Frank Packer, " Determinants of the Choice of Bankruptcy Procedure in Japan", Journal of Financial Intermediation, Vol. 12, No. 1, (January 2003), pp. 96-120. Understanding Aggregate Default Rates of High Yield Bonds
by Jean Helwege of the Federal Reserve Bank of New York, and
Paul Kleiman of the Federal Reserve Bank of New York
(73K PDF) -- 6 pages -- May 1996 [Home] [Credit Researchers] [Top Ten Most Prolific]
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