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Are credit ratings valuable information?
Czarnitzki, Dirk; Kraft, Kornelius - In: Applied financial economics 17 (2007) 13/15, pp. 1061-1070
Persistent link: https://www.econbiz.de/10003590377
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An empirical analysis of structural models of corporate debt pricing
Teixeira, João C. A. - In: Applied financial economics 17 (2007) 13/15, pp. 1141-1165
Persistent link: https://www.econbiz.de/10003590559
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An empirical study of the returns on defaulted debt
Jacobs, Michael <Jr.> - In: Applied financial economics 22 (2012) 7/9, pp. 563-579
Persistent link: https://www.econbiz.de/10009624360
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Implied asset value distributions
Löffler, Gunter - In: Applied financial economics 14 (2004) 12, pp. 875-883
Persistent link: https://www.econbiz.de/10002150750
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Credit risk and efficiency in the European banking system : a three-stage analysis
Pastor, José Manuel - In: Applied financial economics 12 (2002) 12, pp. 895-911
Persistent link: https://www.econbiz.de/10001724752
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A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär - In: Applied financial economics 18 (2008) 7/9, pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
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Heteroscedasticity and interval effects in estimating beta : UK evidence
Armitage, Seth; Brzeszczynski, Janusz - In: Applied financial economics 21 (2011) 19/21, pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
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Nonparametric conditional density estimation of short-term interest rate movements : procedures, results and risk management implications
Kalda, Ankit; Siddiqui, Sikandar - In: Applied financial economics 23 (2013) 7/9, pp. 671-684
Persistent link: https://www.econbiz.de/10009750636
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Improving the CARR model using extreme range estimators
Miralles Marcelo, José Luis; Miralles-Quirós, José Luis - In: Applied financial economics 23 (2013) 19/21, pp. 1635-1647
Persistent link: https://www.econbiz.de/10010259753
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A value-at-risk approach with kernel estimator
Huang, Alex - In: Applied financial economics 19 (2009) 4/6, pp. 379-395
Persistent link: https://www.econbiz.de/10003828521