Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-10T18:24:30.669094Z
Paper Citation Record · LEDGER
Defaultable bond liquidity spread estimation: an option-based approach
As of 23 August 2026, this Paper Citation Record lists 26 of 26 outbound references and 0 inbound Pith citation observations for arXiv:2501.11427.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-23T06:30:58.430688+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
26 of 26 outbound references displayed
- verified exact6
- verified fuzzy13
- unresolved3
- parse uncertain0
- malformed identifier4
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation c990dbbf-3384-4e5b-b774-6b6a78fa09f0 · outbound
This paper cites Ilmanen and C.
Defaultable bond liquidity spread estimation: an option-based approach Ilmanen and C
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:31.055269Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 7c978c75-a85e-452b-9a8a-84fb5a05454e · outbound
This paper cites Excess volatility of corporate bonds.
Defaultable bond liquidity spread estimation: an option-based approach Excess volatility of corporate bonds
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:31.041328Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation f26a4d80-1b66-4d95-bb34-287ec84bc4c3 · outbound
This paper cites Illiquidity and stock returns: cross-section and time-series effects.
Defaultable bond liquidity spread estimation: an option-based approach Illiquidity and stock returns: cross-section and time-series effects
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:31.026930Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation fb954277-6a83-4da8-bdb5-55aacdc08e28 · outbound
This paper cites Liquidity Risk and Expected Stock Re- turns.
Defaultable bond liquidity spread estimation: an option-based approach Liquidity Risk and Expected Stock Re- turns
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:31.012052Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation d5c3a213-f9ad-443a-bc68-33ef072af4da · outbound
This paper cites Liquidity risk and expected corporate bond returns.
Defaultable bond liquidity spread estimation: an option-based approach Liquidity risk and expected corporate bond returns
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:30.997931Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation f9739c09-df09-464c-b47a-9d525551312c · outbound
This paper cites Working Paper 16468.
Defaultable bond liquidity spread estimation: an option-based approach Working Paper 16468
Reference 6
- Resolution
- verified exact
- doi, observed 2026-08-10T18:24:30.807030Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 4853c013-39a5-47a2-80e7-a7d29c982bc1 · outbound
This paper cites Nave.Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk.
Defaultable bond liquidity spread estimation: an option-based approach Nave.Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:30.982963Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 4dfd9efe-bb18-4bb9-8f54-3691b1a4e55f · outbound
This paper cites Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity.
Defaultable bond liquidity spread estimation: an option-based approach Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity
Reference 8
- Resolution
- verified exact
- doi, observed 2026-08-10T18:24:30.792343Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation a4669da5-a959-4564-8c92-4d5ad4c2cf92 · outbound
This paper cites Market Liquidity and Funding Liquidity.
Defaultable bond liquidity spread estimation: an option-based approach Market Liquidity and Funding Liquidity
Reference 9
- Resolution
- unresolved
- no resolver link, observed 2026-08-10T18:24:30.601455Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 29805f1c-5937-4e6d-abed-68b6e734bef1 · outbound
This paper cites Measuring Bond-Level Liquidity.
Defaultable bond liquidity spread estimation: an option-based approach Measuring Bond-Level Liquidity
Reference 10
- Resolution
- malformed identifier
- no resolver link, observed 2026-08-10T18:24:30.605680Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 515a1da5-31a5-4f65-a4a5-a02a011587e8 · outbound
This paper cites How Much Can Marketability Affect Security Values?.
Defaultable bond liquidity spread estimation: an option-based approach How Much Can Marketability Affect Security Values?
Reference 11
- Resolution
- malformed identifier
- raw_fallback, observed 2026-08-10T18:24:30.954085Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 2c46e68f-ae93-4539-b6ed-04419956fc73 · outbound
This paper cites Valuation of Bond Illiquidity: An Option- theoretical Approach.
Defaultable bond liquidity spread estimation: an option-based approach Valuation of Bond Illiquidity: An Option- theoretical Approach
Reference 12
- Resolution
- malformed identifier
- raw_fallback, observed 2026-08-10T18:24:30.939793Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation dab6a615-f8f2-425f-8d78-03d81d646967 · outbound
This paper cites an unresolved cited work.
Defaultable bond liquidity spread estimation: an option-based approach Unresolved cited work
Reference 13
- Resolution
- unresolved
- raw_fallback, observed 2026-08-10T18:24:30.925396Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 3a38806e-baae-4181-a0d3-c71a899698db · outbound
This paper cites A Liquidity Index.
Defaultable bond liquidity spread estimation: an option-based approach A Liquidity Index
Reference 14
- Resolution
- verified exact
- doi, observed 2026-08-10T18:24:30.759156Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation debcb44a-eac4-46d9-b223-990784ba1385 · outbound
This paper cites Pricing Corporate Bonds with Credit Risk, Liquidity Risk, and Their Correlation.
Defaultable bond liquidity spread estimation: an option-based approach Pricing Corporate Bonds with Credit Risk, Liquidity Risk, and Their Correlation
Reference 15
- Resolution
- verified exact
- doi, observed 2026-08-10T18:24:30.744701Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 0a02efe9-3f30-41be-bb8e-0e143bf62a27 · outbound
This paper cites Estimating Expected Losses and Liquidity Discounts Implicit in Debt Prices.
Defaultable bond liquidity spread estimation: an option-based approach Estimating Expected Losses and Liquidity Discounts Implicit in Debt Prices
Reference 16
- Resolution
- verified exact
- doi, observed 2026-08-10T18:24:30.730068Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 25ab196b-2cce-4bc6-bbdb-2b860fd5a733 · outbound
This paper cites Stochastic Integration and Differential Equation.
Defaultable bond liquidity spread estimation: an option-based approach Stochastic Integration and Differential Equation
Reference 17
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:30.911556Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 0090536b-494b-45a5-bca7-055e1ceba4df · outbound
This paper cites an unresolved cited work.
Defaultable bond liquidity spread estimation: an option-based approach Unresolved cited work
Reference 18
- Resolution
- verified exact
- doi, observed 2026-08-10T18:24:30.714290Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 53f48428-8442-4fd6-be9c-a39987000922 · outbound
This paper cites Defaultable Term Structure Models with Fractional Recovery of Par.
Defaultable bond liquidity spread estimation: an option-based approach Defaultable Term Structure Models with Fractional Recovery of Par
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:30.896301Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 4642000a-572c-4a4e-af60-ad32a69f2855 · outbound
This paper cites The Valuation of Corporate Coupon Bonds.
Defaultable bond liquidity spread estimation: an option-based approach The Valuation of Corporate Coupon Bonds
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:30.881465Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 27846981-5868-4e0d-977b-d765901b16c7 · outbound
This paper cites Modeling Term Structure of Defaultable Bonds.
Defaultable bond liquidity spread estimation: an option-based approach Modeling Term Structure of Defaultable Bonds
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:30.866235Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 8b56ce9b-667f-4fc7-9b22-909a033bd565 · outbound
This paper cites Schonbucher.
Defaultable bond liquidity spread estimation: an option-based approach Schonbucher
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:30.850720Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation db3327b0-e29d-459a-98cd-d6be53427175 · outbound
This paper cites On Cox Processes and Credit Risky Securities.
Defaultable bond liquidity spread estimation: an option-based approach On Cox Processes and Credit Risky Securities
Reference 23
- Resolution
- unresolved
- no resolver link, observed 2026-08-10T18:24:30.660531Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 9664d778-35e0-4a25-b19d-a8b216531b8b · outbound
This paper cites isbn:978-3-540-22149-4.
Defaultable bond liquidity spread estimation: an option-based approach isbn:978-3-540-22149-4
Reference 24
- Resolution
- malformed identifier
- raw_fallback, observed 2026-08-10T18:24:30.836517Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation ca84bc61-6607-4611-b045-35c216ba3527 · outbound
This paper cites Estimating and Interpreting Forward Interest Rates: Sweden 1992- 1994.
Defaultable bond liquidity spread estimation: an option-based approach Estimating and Interpreting Forward Interest Rates: Sweden 1992- 1994
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:30.821965Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Observation 20af5afd-7f58-4ddf-86b1-fb0f9d1de644 · outbound
This paper cites url: https : / / ideas.
Defaultable bond liquidity spread estimation: an option-based approach url: https : / / ideas
Reference 1308
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-10T18:24:30.968315Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.
Pith citing papers
No inbound Pith citation observations are available.