Details about Jan Ericsson

Access statistics for papers by Jan Ericsson.

Last updated 2010-04-15. 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 (44)
   Also in SIFR Research Report Series, Institute for Financial Research (2004) View citations (23)
   See also Journal Article The Determinants of Credit Default Swap Premia, Journal of Financial and Quantitative Analysis, Cambridge University Press (2009) View citations (272) (2009)

2003

2. The Valuation of Corporate Liabilities: Theory and Tests
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (12)
3. Valuing Corporate Liabilities
   SIFR Research Report Series, Institute for Financial Research View citations (9)

2002

4. A Note on Contingent Claims Pricing with Non-Traded Assets
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (6)
5. Stock Options as Barrier Contingent Claims
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (2)
   See also Journal Article Stock options as barrier contingent claims, Applied Mathematical Finance, Taylor & Francis Journals (2003) View citations (4) (2003)

2001

6. Liquidity and Credit Risk
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (7)
   Also in FMG Discussion Papers, Financial Markets Group (2000) View citations (10)
   See also Journal Article Liquidity and Credit Risk, Journal of Finance, American Finance Association (2006) View citations (159) (2006)

1998

7. A Framework for Valuing Corporate Securities
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (36)
   See also Journal Article A framework for valuing corporate securities, Applied Mathematical Finance, Taylor & Francis Journals (1998) View citations (37) (1998)

Journal Articles

2009

1. The Determinants of Credit Default Swap Premia
   Journal of Financial and Quantitative Analysis, 2009, 44, (1), 109-132 View citations (272)
   See also Working Paper The Determinants of Credit Default Swap Premia, CIRANO Working Papers (2004) View citations (44) (2004)

2006

2. Liquidity and Credit Risk
   Journal of Finance, 2006, 61, (5), 2219-2250 View citations (159)
   See also Working Paper Liquidity and Credit Risk, FAME Research Paper Series (2001) View citations (7) (2001)

2005

3. Estimating Structural Bond Pricing Models
   The Journal of Business, 2005, 78, (2), 707-735 View citations (59)

2003

4. Stock options as barrier contingent claims
   Applied Mathematical Finance, 2003, 10, (2), 121-147 View citations (4)
   See also Working Paper Stock Options as Barrier Contingent Claims, SSE/EFI Working Paper Series in Economics and Finance (2002) View citations (2) (2002)

1998

5. A framework for valuing corporate securities
   Applied Mathematical Finance, 1998, 5, (3-4), 143-163 View citations (37)
   See also Working Paper A Framework for Valuing Corporate Securities, SSE/EFI Working Paper Series in Economics and Finance (1998) View citations (36) (1998)