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~isPartOf:"The journal of fixed income"
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The journal of fixed income
Journal of banking & finance
542
IMF Working Papers
443
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292
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216
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195
Journal of financial stability
178
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ECONIS (ZBW)
182
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1
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
Saved in:
2
Integrating market and credit risk using a simplified frailty default correlation structure
Kuo, Cheng-kun
;
Lee, Chih-Wei
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 48-58
Persistent link: https://www.econbiz.de/10003502386
Saved in:
3
Recovery and returns of distressed
bonds
in bankruptcy
Wang, Wei
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10009314972
Saved in:
4
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
Saved in:
5
Multiple defaults and Merton's model
Cathcart, Lara
;
Jahel, Lina el
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 60-68
Persistent link: https://www.econbiz.de/10002155575
Saved in:
6
Determinants of recovery rates on defaulted
bonds
and loans for North American corporate issuers : 1983 - 2003
Varma, Praveen
;
Cantor, Richard
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 29-44
Persistent link: https://www.econbiz.de/10002836116
Saved in:
7
Taxes, default risk, and credit
spreads
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 71-85
Persistent link: https://www.econbiz.de/10002421474
Saved in:
8
Contingent claims analysis applied in credit risk modeling
Anderson, Anne M.
;
Maxwell, William F.
;
Barnhill, …
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 24-31
Persistent link: https://www.econbiz.de/10001763885
Saved in:
9
Default correlation among investment-grade borrowers
Erturk, Erkan
- In:
The journal of fixed income
9
(
2000
)
4
,
pp. 55-59
Persistent link: https://www.econbiz.de/10001495251
Saved in:
10
Split ratings and the pricing of credit risk
Cantor, Richard
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 72-82
Persistent link: https://www.econbiz.de/10001233937
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