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Information about:
Jan Ericsson

Personal Details | Affiliation | Works
This is information that was supplied by Jan Ericsson in registering through RePEc. If you are Jan Ericsson , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jan
Middle Name:
Last Name: Ericsson
Suffix:

RePEc Short-ID: per28

Email: [This author has chosen not to make the email address public]
Homepage: http://people.mcgill.ca/jan.ericsson/
Postal Address:
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jan Ericsson & Kris Jacobs & Rodolfo A. Oviedo, 2004. "The Determinants of Credit Default Swap Premia," CIRANO Working Papers 2004s-55, CIRANO. [Downloadable!]
    Other versions:

  2. Ericsson, Jan & Reneby, Joel, 2003. "Valuing Corporate Liabilities," SIFR Research Report Series 15, Swedish Institute for Financial Research. [Downloadable!]

  3. Reneby, Joel & Ericsson, Jan, 2001. "The Valuation of Corporate Liabilities: Theory and Tests," Working Paper Series in Economics and Finance 445, Stockholm School of Economics, revised 19 Dec 2002. [Downloadable!]

  4. Olivier Renault & Jan Ericsson, 2000. "Liquidity and Credit Risk," FMG Discussion Papers dp362, Financial Markets Group. [Downloadable!] (restricted)
    Other versions:
    Published as:

  5. Ericsson, Jan & Reneby, Joel, 1999. "A Note on Contingent Claims Pricing with Non-Traded Assets," Working Paper Series in Economics and Finance 314, Stockholm School of Economics, revised 01 Feb 2002. [Downloadable!]

  6. Ericsson, Jan & Reneby, Joel, 1996. "Stock Options as Barrier Contingent Claims," Working Paper Series in Economics and Finance 137, Stockholm School of Economics, revised 01 Feb 2002. [Downloadable!]
    Published as:

  7. Ericsson, Jan & Reneby, Joel, 1995. "A Framework for Valuing Corporate Securities," Working Paper Series in Economics and Finance 89, Stockholm School of Economics, revised Oct 1998. [Downloadable!]
    Published as:

Articles

  1. Jan Ericsson & Olivier Renault, 2006. "Liquidity and Credit Risk," Journal of Finance, American Finance Association, vol. 61(5), pages 2219-2250, October. [Downloadable!] (restricted)
    Other versions:

  2. Jan Ericsson, 2005. "Estimating Structural Bond Pricing Models," Journal of Business, University of Chicago Press, vol. 78(2), pages 707-706, March. [Downloadable!]

  3. Jan Ericsson & Joel Reneby, 2003. "Stock options as barrier contingent claims," Applied Mathematical Finance, Taylor and Francis Journals, vol. 10(2), pages 121-147, June. [Downloadable!] (restricted)
    Other versions:

  4. Jan Ericsson, Joel Reneby, 1998. "A framework for valuing corporate securities," Applied Mathematical Finance, Taylor and Francis Journals, vol. 5(3-4), pages 143-163, September. [Downloadable!] (restricted)
    Other versions:

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2001-06-14 Author is listed
  2. NEP-BEC: Business Economics (1) 2005-03-20 Author is listed
  3. NEP-CFN: Corporate Finance (1) 2003-10-05 Author is listed
  4. NEP-FIN: Finance (3) 2001-06-14 2004-11-22 2005-03-20 Author is listed
  5. NEP-FMK: Financial Markets (1) 2005-03-20 Author is listed
  6. NEP-RMG: Risk Management (1) 2003-10-05 Author is listed
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This page was last updated on 2008-5-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.