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Stressed distance to default and default risk
Guo, Nan; Li, Lingfei - In: The journal of credit risk : published quarterly by … 18 (2022) 3, pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
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Creditwatches and their impact on financial markets
Kiesel, Florian - In: The journal of credit risk : published quarterly by … 13 (2017) 1, pp. 47-71
Persistent link: https://www.econbiz.de/10011670750
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Valuation differences between credit default swap and corporate bond markets
Entrop, Oliver; Schiemert, Richard; Wilkens, Marco - In: The journal of credit risk : published quarterly by … 9 (2013/14) 4, pp. 3-46
Persistent link: https://www.econbiz.de/10010233818
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Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia - In: The journal of credit risk : published quarterly by … 17 (2021) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
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An empirical implementation of CreditGrades
Yeh, Andy Jia-yuh - In: The journal of credit risk : published quarterly by … 6 (2010/11) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10003965726
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On the relationship between credit rating announcements and credit default swap spreads for European reference entities
Lehnert, Thorsten; Neske, Frederick - In: The journal of credit risk : published quarterly by … 2 (2006) 2, pp. 83-90
Persistent link: https://www.econbiz.de/10003390397
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Pricing kth-to-default swaps in a Lévy-time framework
Mai, Jan-Frederik; Scherer, Matthias - In: The journal of credit risk : published quarterly by … 5 (2009/10) 3, pp. 55-70
Persistent link: https://www.econbiz.de/10003903240
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Credit-migration risk modeling
Andersson, Andreas; Vanini, Paolo - In: The journal of credit risk : published quarterly by … 6 (2010/11) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10003965004
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A multiname first-passage model for credit risk
McLeish, Don L.; Metzler, Adam - In: The journal of credit risk : published quarterly by … 7 (2011/12) 1, pp. 35-64
Persistent link: https://www.econbiz.de/10009010630
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Time series models for credit default swap premiums
Eifert, Márton - In: The journal of credit risk : published quarterly by … 11 (2015) 3, pp. 21-44
Persistent link: https://www.econbiz.de/10011380101