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Risk aversion and the yield of corporate debt
Wu, Chunchi - In: Journal of banking & finance 20 (1996) 2, pp. 267-281
Persistent link: https://www.econbiz.de/10001195183
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Credit spreads and state-dependent volatility : theory and empirical evidence
Perrakis, Stylianos; Zhong, Rui - In: Journal of banking & finance 55 (2015), pp. 215-231
Persistent link: https://www.econbiz.de/10011379076
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Organizational structure, risk-based capital requirements, and the sales of downgraded bonds
Lu, Erin P.; Lai, Gene C.; Ma, Qingzhong - In: Journal of banking & finance 74 (2017), pp. 51-68
Persistent link: https://www.econbiz.de/10011793634
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Do bond credit ratings lead to excess comovement?
Raffestin, Louis - In: Journal of banking & finance 85 (2017), pp. 41-55
Persistent link: https://www.econbiz.de/10011816848
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Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza; Fabozzi, Frank J. - In: Journal of banking & finance 89 (2018), pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
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Effective duration of callable corporate bonds : theory and evidence
Sarkar, Sudipto; Hong, Gwangheon - In: Journal of banking & finance 28 (2004) 3, pp. 499-521
Persistent link: https://www.econbiz.de/10001911032
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Correlated default with incomplete information
Giesecke, Kay - In: Journal of banking & finance 28 (2004) 7, pp. 1521-1545
Persistent link: https://www.econbiz.de/10002100479
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An analytic approach to credit risk of large corporate bond and loan portfolios
Lucas, André (contributor) - In: Journal of banking & finance 25 (2001) 9, pp. 1635-1664
Persistent link: https://www.econbiz.de/10001603572
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Probability of call and likelihood of the call feature in a corporate bond
Sarkar, Sudipto - In: Journal of banking & finance 25 (2001) 3, pp. 505-533
Persistent link: https://www.econbiz.de/10001550673
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Default- and call-adjusted duration for corporate bonds
Jacoby, Gady; Roberts, Gordon S. - In: Journal of banking & finance 27 (2003) 12, pp. 2297-2321
Persistent link: https://www.econbiz.de/10001824090