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Real interest rates and the default rate on high-yield bonds
Fridson, Martin S. - In: The journal of fixed income 7 (1997) 2, pp. 29-34
Persistent link: https://www.econbiz.de/10001229963
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The impact of the October 2013 government shutdown and debt ceiling on U.S. treasury default risk
Nippani, Srinivas; Smith, Stanley D. - In: The journal of fixed income 24 (2014) 2, pp. 79-91
Persistent link: https://www.econbiz.de/10011660702
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A structural model of credit risk for illiquid debt
Blanc-Brude, Frédéric; Hasan, Majid - In: The journal of fixed income 26 (2016) 1, pp. 6-19
Persistent link: https://www.econbiz.de/10011660746
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Long-run relationship between default rates and macroeconomic variables in the US leveraged loan market
Ilg, Daniel - In: The journal of fixed income 24 (2015) 3, pp. 64-76
Persistent link: https://www.econbiz.de/10011292813
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Going for broke : restructuring distressed debt portfolios
Das, Sanjiv R.; Kim, Seoyoung - In: The journal of fixed income 24 (2014) 1, pp. 5-27
Persistent link: https://www.econbiz.de/10011293048
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Liquidity shocks in the secondary corporate loan market
Anthony, John; Docherty, Paul; Lee, Doowon; Shamsuddin, Abul - In: The journal of fixed income 26 (2017) 4, pp. 53-72
Persistent link: https://www.econbiz.de/10011684765
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Forecasting sovereign default risk with Merton's model
Duyvesteyn, Johan; Martens, Martin - In: The journal of fixed income 25 (2015) 2, pp. 58-71
Persistent link: https://www.econbiz.de/10011399885
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Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.; Yildirim, Yildiray - In: The journal of fixed income 11 (2001) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
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Impact of correlated default risk on credit portfolios
Das, Sanjiv R.; Fong, H. Gifford; Geng, Gary - In: The journal of fixed income 11 (2001) 3, pp. 9-19
Persistent link: https://www.econbiz.de/10001706056
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Pricing convertible bonds with default risk
Takahashi, Akihiko; Kobayashi, Takao; Nakagawa, Naruhisa - In: The journal of fixed income 11 (2001) 3, pp. 20-29
Persistent link: https://www.econbiz.de/10001706057