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Rating transition and default rates conditioned on outlooks
Hamilton, David T.; Cantor, Richard - In: The journal of fixed income 14 (2004) 2, pp. 54-70
Persistent link: https://www.econbiz.de/10002421466
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Information effects of bond rating changes : the role of the rating prior to the announcement
Jorion, Philippe; Zhang, Gaiyan - In: The journal of fixed income 16 (2007) 4, pp. 45-59
Persistent link: https://www.econbiz.de/10003457021
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Analyzing the tradeoff between ratings accurcy and stability
Cantor, Richard; Mann, Christopher - In: The journal of fixed income 16 (2007) 4, pp. 60-68
Persistent link: https://www.econbiz.de/10003457025
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The relationship between issuance spreads and credit performance of structured finance securities
Hu, Jian; Cantor, Richard - In: The journal of fixed income 16 (2006) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10003376578
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Applying credit score models to multiple states of nature
Parnes, Dror - In: The journal of fixed income 17 (2007) 3, pp. 57-71
Persistent link: https://www.econbiz.de/10003687358
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The complementary nature of ratings and market-based measures of default risk
Löffler, Gunter - In: The journal of fixed income 17 (2007) 1, pp. 38-47
Persistent link: https://www.econbiz.de/10003502382
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Estimating the joint probability of default using credit default swap and bond data
Pianeti, Riccardo; Giacometti, Rosella; Acerbis, Valentina - In: The journal of fixed income 21 (2012) 3, pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
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Are credit rating announcements contagious? : evidence on the transmission of information across industries in credit default swap markets
Cizel, Janko - In: The journal of fixed income 23 (2013) 2, pp. 27-60
Persistent link: https://www.econbiz.de/10010196997
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The use of credit ratings in investment management in the U. S. and Europe
Cantor, Richard; Ap Gwilym, Owain; Thomas, Stephen - In: The journal of fixed income 17 (2007) 2, pp. 13-26
Persistent link: https://www.econbiz.de/10003628169
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Credit rating and corporate defaults
Zhou, Chunsheng - In: The journal of fixed income 11 (2001) 3, pp. 30-40
Persistent link: https://www.econbiz.de/10001706059