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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
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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
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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
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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
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Modeling bankruptcy proceedings for high-yield debt portfolios
Parnes, Dror - In: The journal of fixed income 19 (2009/10) 2, pp. 23-33
Persistent link: https://www.econbiz.de/10003893436
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Liquidity biases in TRACE
Dick-Nielsen, Jens - In: The journal of fixed income 19 (2009/10) 2, pp. 43-55
Persistent link: https://www.econbiz.de/10003893440
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Valuation of bond illiquidity : an option-theoretical approach
Koziol, Christian; Sauerbier, Peter - In: The journal of fixed income 16 (2007) 4, pp. 81-107
Persistent link: https://www.econbiz.de/10003457035
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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
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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
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Negative equity trumps unemployment in predicting defaults
Goodman, Laurie Sharon; Ashworth, Roger; Landy, Brian; … - In: The journal of fixed income 19 (2009/10) 4, pp. 67-72
Persistent link: https://www.econbiz.de/10003970355