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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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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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Inferring default probabilities from credit spreads
Benzschawel, Terry; Assing, Andrew - In: The journal of fixed income 21 (2012) 4, pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
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Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei - In: The journal of fixed income 23 (2014) 3, pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
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Strategic defaults on first and second lien mortgages during the financial crisis
Jagtiani, Julapa; Lang, William W. - In: The journal of fixed income 20 (2010/11) 4, pp. 7-23
Persistent link: https://www.econbiz.de/10009007996
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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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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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Downgrade/upgrade ratio leads default rate
Okashima, Kathryn; Fridson, Martin S. - In: The journal of fixed income 10 (2000) 2, pp. 18-24
Persistent link: https://www.econbiz.de/10001530290
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Another look at the relation between credit spreads and interest rates
Lin, Mingyan; Curtillet, Jean-Christophe - In: The journal of fixed income 17 (2007) 1, pp. 59-71
Persistent link: https://www.econbiz.de/10003502399
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Non-default component of sovereign emerging market yield spreads and its determinants : evidence from the credit default swap market
Küçük, Ugur N. - In: The journal of fixed income 19 (2009/10) 4, pp. 44-66
Persistent link: https://www.econbiz.de/10003970353