Narrow search
Showing 1 - 10 of 116
Cover Image
United States: central bank swaps to the Eurozone, UK, and Canada, 2001
French, Jack - In: The journal of financial crises 5 (2023) 1, pp. 449-461
Persistent link: https://www.econbiz.de/10014384519
Cover Image
Modeling of mortgage defaults
Hayre, Lakhbir S.; Saraf, Manish; Young, Robert; Chen, … - In: The journal of fixed income 17 (2007) 4, pp. 6-30
Persistent link: https://www.econbiz.de/10003729806
Cover Image
Annual default rates are probably less than long-run average annual default rates
Kiefer, Nicholas Maximilian - In: The journal of fixed income 18 (2008/09) 2, pp. 85-87
Persistent link: https://www.econbiz.de/10003777628
Cover Image
Measuring final loss severity of defaulted RMBS
Hu, Jian - In: The journal of fixed income 14 (2004) 3, pp. 82-91
Persistent link: https://www.econbiz.de/10002682816
Cover Image
An empirical investigation of MBS liquidity risk
Kim, Jinyong - In: The journal of fixed income 18 (2008/09) 4, pp. 39-46
Persistent link: https://www.econbiz.de/10003848035
Cover Image
Pricing unexpected illiquidity
Asem, Ebenezer - In: The quarterly review of economics and finance : journal … 49 (2009) 4, pp. 1485-1494
Persistent link: https://www.econbiz.de/10003903896
Cover Image
Revisiting the Altman definition of distressed debt and a new mechanism for measuring the liquidity premium of the high-yield market
González-Heres, José F.; Chen, Ping; Shin, Steven S. - In: The journal of fixed income 20 (2010/11) 2, pp. 58-79
Persistent link: https://www.econbiz.de/10008667945
Cover Image
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw; Fabozzi, Frank J.; Sverdlove, Ronald - In: The journal of fixed income 20 (2010/11) 2, pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Cover Image
Correlation in corporate defaults : contagion or conditional independence?
Lando, David; Nielsen, Mads Stenbo - In: Journal of financial intermediation 19 (2010) 3, pp. 355-372
Persistent link: https://www.econbiz.de/10003992810
Cover Image
Liquidity and leverage
Adrian, Tobias; Shin, Hyun Song - In: Journal of financial intermediation 19 (2010) 3, pp. 418-437
Persistent link: https://www.econbiz.de/10003992815