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Interest risk and default risk...
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Finance research letters
Información comercial española : ICE : revista de economía
1,377
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934
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342
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ECONIS (ZBW)
930
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1
The Mills Ratio and the behavior of redeemable
bond
prices in the Gaussian structural model of corporate default
Spencer, Peter D.
- In:
Finance research letters
11
(
2014
)
1
,
pp. 8-15
Persistent link: https://www.econbiz.de/10010393638
Saved in:
2
Overview of an alternative trigger for DCL
Segal, Maxime
;
Sverrir Ólafsson
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014580294
Saved in:
3
Bond
yield effects of corporate
bond
default : evidence from
bond
default events of 2014-2022
Wang, Hui
;
Li, Jiarui
;
Luo, Yixuan
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490413
Saved in:
4
Bond
liquidity, debt maturity and
bond
risk premium
Zhou, Yimin
;
Wei, Xu
- In:
Finance research letters
54
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472667
Saved in:
5
Pricing defaultable bonds under Hawkes jump-diffusion processes
Chen, Li
;
Ma, Yong
;
Xiao, Weilin
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553778
Saved in:
6
A better criterion for forced selling in
bond
markets : credit ratings versus credit spreads
Choi, Jae Yong
;
Yi, Junesuh
;
Yoon, Sun-Joong
- In:
Finance research letters
37
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485057
Saved in:
7
Risk assessment of mortgage covered bonds : international evidence
Gürtler, Marc
;
Neelmeier, Philipp
- In:
Finance research letters
28
(
2019
),
pp. 292-298
Persistent link: https://www.econbiz.de/10012388327
Saved in:
8
Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds : evidence from a quasi-natural experiment in China
Qian, Ningyu
- In:
Finance research letters
26
(
2018
),
pp. 162-168
Persistent link: https://www.econbiz.de/10012005638
Saved in:
9
The impact of liquidity risk on the yield spread of green bonds
Febi, Wulandari
;
Schäfer, Dorothea
;
Stephan, Andreas
; …
- In:
Finance research letters
27
(
2018
),
pp. 53-59
Persistent link: https://www.econbiz.de/10012006738
Saved in:
10
Contagion effect on
bond
portfolio risk measures in a hybrid credit risk model
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Finance research letters
11
(
2014
)
2
,
pp. 131-139
Persistent link: https://www.econbiz.de/10010441202
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