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Issuer bias in corporate ratings toward financially constrained firms
Hasan, Mohammad; Kapadia, Nikunj; Siddique, Akhtar R. - In: The journal of credit risk : published quarterly by … 13 (2017) 4, pp. 1-35
Persistent link: https://www.econbiz.de/10012041610
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A joint model of failures and credit ratings
Hirk, Rainer; Vana, Laura; Hornik, Kurt; Pichler, Stefan - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
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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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The influence of firm efficiency on agency credit ratings
Mali, Dafydd; Lim, Hyoungjoo - In: The journal of credit risk : published quarterly by … 15 (2019) 1, pp. 67-102
Persistent link: https://www.econbiz.de/10012100571
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Reliability and agreement of credit ratings in the Mexican fixed-income market
Charlin, Ventura; Cifuentes, Arturo - In: The journal of credit risk : published quarterly by … 13 (2017) 3, pp. 21-45
Persistent link: https://www.econbiz.de/10011849970
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Default risk of money-market fund portfolios
Bansal, Matulya - In: The journal of credit risk : published quarterly by … 11 (2015) 4, pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
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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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An approximation for credit portfolio losses
Frey, Rüdiger; Popp, Monika; Weber, Stefan - In: The journal of credit risk : published quarterly by … 4 (2008/09) 1, pp. 3-20
Persistent link: https://www.econbiz.de/10003745393
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Accurate allocation of risk capital in credit portfolios
Kwiatkowski, Jan W.; Burridge, D. James - In: The journal of credit risk : published quarterly by … 4 (2008/09) 1, pp. 21-46
Persistent link: https://www.econbiz.de/10003745394
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A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds
Bielecki, Tomasz R.; Vidozzi, Andrea; Vidozzi, Luca - In: The journal of credit risk : published quarterly by … 4 (2008/09) 1, pp. 47-76
Persistent link: https://www.econbiz.de/10003745400