data and code

“Measuring Correlated Default Risk: A New Metric and Validity Tests,” Journal of Fixed Income, 2017, Vol. 27 (2), 6-29. Lead Article (with Seoyoung Kim, Ali Nejadmalayeri, and Tim Krehbiel)


“Debt Market Illiquidity and Correlated Default Risk,”  Finance Research Letters, 2018, Vol. 26, 266-273. (with Mohsen Mollagholamali),