Defaulted bond returns by seniority class
Year of publication: |
2002
|
---|---|
Authors: | Fridson, Martin S. ; Gao, Yan |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 12.2002, 2, p. 50-57
|
Subject: | Unternehmensanleihe | Corporate bond | Insolvenz | Insolvency | USA | United States | 1994-2001 |
-
Ehmke, David Christoph, (2018)
-
Forecasting default with the Merton distance to default model
Bharath, Sreedhar T., (2008)
-
Longstaff, Francis A., (2005)
- More ...
-
Primary versus Secondary Pricing of High-Yield Bonds
Fridson, Martin S., (1996)
-
Fridson, Martin S., (2002)
-
A Fast Distributed Non-Negative Matrix Factorization Algorithm Based on DSGD
Chen, Baifan, (2018)
- More ...