Narrow search
Showing 1 - 10 of 15
Cover Image
A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633270
Cover Image
Default correlation : an analytical result
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633274
Cover Image
Should risky firms offer risk-free DB pensions?
Love, David A.; Smith, Paul A.; Wilcox, David W. - 2009
Persistent link: https://www.econbiz.de/10003852205
Cover Image
The depth of negative equity and mortgage default decisions
Bhutta, Neil; Dokko, Jane; Shan, Hui - 2010
Persistent link: https://www.econbiz.de/10003995902
Cover Image
Credit default swaps in general equilibrium : spillovers, credit spreads, and endogenous default
Darst, R. Matthew; Refayet, Ehraz - 2016
Persistent link: https://www.econbiz.de/10011500390
Cover Image
Information disclosures, default risk, and bank value
Zer, Ilknur - 2015
Persistent link: https://www.econbiz.de/10011410291
Cover Image
The magnitude and cyclical behavior of financial market frictions
Levin, Andrew Theo (contributor);  … - 2004
obtain precise time-specific estimates of the bankruptcy cost parameter and consistently reject the null hypothesis of …
Persistent link: https://www.econbiz.de/10002509233
Cover Image
Recovery in default risk modeling : theoretical foundations and empirical applications
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank - 2001
Persistent link: https://www.econbiz.de/10001613473
Cover Image
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank X. - 2001
Persistent link: https://www.econbiz.de/10001573166
Cover Image
Bankruptcy in general equilibrium
Sabarwal, Tarun - 2000
Persistent link: https://www.econbiz.de/10001527064