Narrow search
Showing 1 - 10 of 31
Cover Image
Instantaneous credit risk correlation
Byström, Hans N. E. - In: The journal of fixed income 17 (2007) 2, pp. 5-12
Persistent link: https://www.econbiz.de/10003628152
Cover Image
Special issue : Credit risk
Kon, Stanley Jay (contributor) - 2008
Persistent link: https://www.econbiz.de/10003757567
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
Valuing fixed rate mortgage loans with default and prepayment options
Dunsky, Robert M.; Ho, Thomas S. Y. - In: The journal of fixed income 16 (2007) 4, pp. 7-31
Persistent link: https://www.econbiz.de/10003457011
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
What drives the growth of aggregate residential mortgage debt in the U.S.?
Chaudhury, Mohammed M. - In: The journal of fixed income 16 (2006) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10003376582
Cover Image
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.; Jensen, Malene Shin - In: The journal of fixed income 15 (2005) 3, pp. 16-33
Persistent link: https://www.econbiz.de/10003303931