Are European Corporate Bond and Default Swap Markets Segmented?, Didier Cossin (IMD - International Institute for Management Development, Lausanne) and Hongze Lu (IMD and HEC, Lausanne and University of Lausanne).

The Determinants of Credit Default Swap Premia, Jan Ericsson (McGill University, Montreal), Kris Jacobs (McGill University, Montreal) and Rodolfo Oviedo-Helfenberger (McGill University, Montreal).

Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets, Jan Ericsson (McGill University, Montreal and SIFR, Stockholm), Joel Reneby (Stockholm School of Economics) and Hao Wang (McGill University, Montreal).

Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk, Christian Gouriéroux (CREST and CEPREMAP, Paris and University of Toronto) and Razvan Sufana (University of Toronto).

On the Relationship between Credit Rating Announcements and Credit Default Swap Spreads for European Reference Entities, Thorsten Lehnert (Maastricht University) and Frederick Neske (Maastricht University).

Rating Properties and their Implication on Basel II-Capital, Robert Rauhmeier (KfW-Bankengruppe) and Harald Scheule (University of Regensburg).

Are Credit Default Swap Spreads High in Emerging Markets? An Alternative Methodology for Proxying Recovery Value, Manmohan Singh (International Monetary Fund).

Determinants of Euro Term Structure of Credit Spreads, Astrid Van Landschoot (National Bank of Belgium and Ghent University)

Contingent Claim Valuation, Game Theory and the Pricing of Credit Risk, Konstantinos N. Vonatsos (The University of Manchester) and Michael Bowe (Manchester School of Management).

Pricing Bonds in a Two-Class Debt Structure, LingZhi Yu (Manchester Business School) and Paul V. Johnson (University of Manchester).