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1
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
2
Dissecting the bond profitability premium
Campbell, T. Colin
;
Chichernea, Doina C.
;
Petkevich, Alex
- In:
Journal of financial markets
27
(
2016
),
pp. 102-131
Persistent link: https://www.econbiz.de/10011722223
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3
Does rating analyst subjectivity affect corporate debt pricing?
Fracassi, Cesare
;
Petry, Stefan
;
Tate, Geoffrey
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10011590242
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4
Measuring credit risk of individual corporate bonds in US energy sector
Kariya, Takeaki
;
Tanokura, Yoko
;
Takada, Hideyuki
; …
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 229-262
Persistent link: https://www.econbiz.de/10011619917
Saved in:
5
Credit
derivative
valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
6
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
7
Pricing inflation-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
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8
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
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9
Warrant price responses to credit spread changes : fact or fiction?
Schertler, Andrea
;
Stoerch, Saskia
- In:
Review of financial economics : RFE
36
(
2018
)
3
,
pp. 206-219
Persistent link: https://www.econbiz.de/10011948588
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10
Research on corporate bond risk premium and default based on voluntary dual ratings selection
Yu, Qianlong
;
Xiao, Xiaoyi
;
Lin, Yimin
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
6
,
pp. 1690-1706
Persistent link: https://www.econbiz.de/10014289783
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