Details about Jan Ericsson

Access statistics for papers by Jan Ericsson.

Last updated 2008-07-05. Update your information in the RePEc Author Service.

Short-id: per28

Working Papers

2004

1. The Determinants of Credit Default Swap Premia
   CIRANO Working Papers, CIRANO View citations
   Also in
   SIFR Research Report Series, Swedish Institute for Financial Research (2004) View citations

2003

2. The Valuation of Corporate Liabilities: Theory and Tests
   Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
3. Valuing Corporate Liabilities
   SIFR Research Report Series, Swedish Institute for Financial Research View citations

2002

4. A Note on Contingent Claims Pricing with Non-Traded Assets
   Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
5. Stock Options as Barrier Contingent Claims
   Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
   See Also Journal Article in Applied Mathematical Finance (2003)

2001

6. Liquidity and Credit Risk
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering
   Also in
   FMG Discussion Papers, Financial Markets Group (2000) View citations
   See Also Journal Article in Journal of Finance (2006)

1998

7. A Framework for Valuing Corporate Securities
   Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
   See Also Journal Article in Applied Mathematical Finance (1998)

Journal Articles

2006

1. Liquidity and Credit Risk
   Journal of Finance, 2006, 61, (5), 2219-2250 View citations
   See Also Working Paper (2001)

2005

2. Estimating Structural Bond Pricing Models
   Journal of Business, 2005, 78, (2), 707-706 View citations

2003

3. Stock options as barrier contingent claims
   Applied Mathematical Finance, 2003, 10, (2), 121-147 View citations
   See Also Working Paper (2002)

1998

4. A framework for valuing corporate securities
   Applied Mathematical Finance, 1998, 5, (3-4), 143-163 View citations
   See Also Working Paper (1998)