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Utility indifference valuation of corporate bond with credit rating migration by structure approach
Liang, Jin; Zhao, Yuejuan; Zhang, Xudan - In: Economic modelling 54 (2016), pp. 339-346
Persistent link: https://www.econbiz.de/10011642188
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Feedback effects between credit ratings and financial markets
Jorge, José - In: Economic modelling 80 (2019), pp. 328-338
Persistent link: https://www.econbiz.de/10012200649
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Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi; Singh, Manish K.; Thomas, Susan - In: Economic modelling 129 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
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Valuation of collateralized debt obligations : an equilibrium model
Hu, May; Park, Jason - In: Economic modelling 82 (2019), pp. 119-135
Persistent link: https://www.econbiz.de/10012202380
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Emerging market sovereign bond spreads, credit ratings and global financial crisis
Özmen, Erdal; Yaşar, Özge Doğanay - In: Economic modelling 59 (2016), pp. 93-101
Persistent link: https://www.econbiz.de/10011647772
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Ratings based inference and credit risk : detecting likely-to-fail banks with the PC-Mahalanobis Method
Pompella, Maurizio; Dicanio, Antonio - In: Economic modelling 67 (2017), pp. 34-44
Persistent link: https://www.econbiz.de/10011813761
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Modeling recovery rate for leveraged loans
Chen, Xiaowei; Wang, Gang; Zhang, Xiangting - In: Economic modelling 81 (2019), pp. 231-241
Persistent link: https://www.econbiz.de/10012202014
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Exploring the mismatch between credit ratings and loss-given-default : a credit risk approach
Shi, Baofeng; Chi, Guotai; Li, Weiping - In: Economic modelling 85 (2020), pp. 420-428
Persistent link: https://www.econbiz.de/10012210702
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Explaining changes in the US credit card market : lenders are using more information
Davis, Andrew; Kim, Jiseob - In: Economic modelling 61 (2017), pp. 76-92
Persistent link: https://www.econbiz.de/10011736703
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Strategic archetypes, credit ratings, and cost of debt
Dang, Man; Puwanenthiren, Premkanth; Jones, Edward; … - In: Economic modelling 114 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013367513