Credit risk

Field
Subfield
Domain
OpenAlex	C178350159

Smeal faculty

• Zhongyi Yuan - score 2.1
• Kimberly Cornaggia - score 0.6
• Samuel Burton Bonsall - score 0.5
• Jingzhi Huang - score 0.5

Papers

• Managerial Ability and Credit Risk Assessment (2016) - cites 316
• How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach (2003) - cites 264
• Managerial Ability and Credit Ratings (2017) - cites 191
• The loss given default of a low-default portfolio with weak contagion (2015) - cites 10
• An asymptotic characterization of hidden tail credit risk with actuarial applications (2017) - cites 4
• Pricing Government Credit: A New Method for Determining Government Credit Risk Exposure (2018) - cites 2
• Quantitative analysis of extreme risks in insurance and finance (2013) - cites 1