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A certification model for regulatory arbitrage : will regulatory arbitrage persist under Basel III
Berg, Tobias; Gehra, Bernhard; Kunisch, Michael - In: The journal of fixed income 21 (2011) 2, pp. 39-56
Persistent link: https://www.econbiz.de/10009349766
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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 pricing of bonds in bankruptcy and financial restructuring
Wagner, Herbert S. - In: The journal of fixed income 6 (1996) 1, pp. 40-47
Persistent link: https://www.econbiz.de/10001205426
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Understanding aggregate default rates of high-yield bonds
Helwege, Jean - In: The journal of fixed income 7 (1997) 1, pp. 55-61
Persistent link: https://www.econbiz.de/10001223524
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On default correlation : a Copula function approach
Li, David - In: The journal of fixed income 9 (2000) 4, pp. 43-54
Persistent link: https://www.econbiz.de/10001495250
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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
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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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A Three-factor defaultable term structure model
Schmid, Bernd; Zagst, Rudi - In: The journal of fixed income 10 (2000) 2, pp. 63-79
Persistent link: https://www.econbiz.de/10001530347
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An empirical study of credit default swaps
Skinner, Frank S.; Díaz Pérez, Antonio - In: The journal of fixed income 13 (2003) 1, pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
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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