This paper reviews the literature on the effects of International Financial Reporting
Standards (IFRS) adoption. It aims to provide a cohesive picture of empirical archival …

We survey the recent literature on learning in financial markets. Our main theme is that many
financial market phenomena that appear puzzling at first sight are easier to understand once …

A comprehensive look at the enormous growth and evolution of distressed debt markets,
corporate bankruptcy, and credit risk models This Fourth Edition of the most authoritative …

Longstanding assumptions underlying strategic alliances, such as agency theory, are
actively being revoked by dynamics in the new economy. The mechanism of inter-firm …

This book provides the most comprehensive treatment of the theoretical concepts and
modelling techniques of quantitative risk management. Whether you are a financial risk …

In this book, two of America's leading economists provide the first integrated treatment of the
conceptual, practical, and empirical foundations for credit risk pricing and risk measurement …

Using dealer's quotes and transactions prices on straight industrial bonds, we investigate
the determinants of credit spread changes. Variables that should in theory determine credit …

Copula Methods in Finance is the first book to address the mathematics of copula functions
illustrated with finance applications. It explains copulas by means of applications to major …

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for
doctoral students and researchers on the theory of asset pricing and portfolio selection in …

Modeling Term Structures of Defaultable Bonds | The Review of Financial Studies | Oxford
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