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Overlooked market risk shocks : prepayment uncertainty and option-adjusted spreads
Bogin, Alexander N.; Polkovnichenko, Nataliya; Doerner, … - In: The journal of fixed income 26 (2016) 2, pp. 5-15
Persistent link: https://www.econbiz.de/10011684637
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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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Pricing risky debt : an empirical comparison of the Longstaff and Schwartz and Merton models
Wei, David Guoming - In: The journal of fixed income 7 (1997) 2, pp. 8-28
Persistent link: https://www.econbiz.de/10001229964
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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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Residential loss severity in California: 1992 to 1995
Wilson, Donald G. - In: The journal of fixed income 5 (1995) 3, pp. 35-48
Persistent link: https://www.econbiz.de/10001213234
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Valuation of defaultable bonds
Cathcart, Lara - In: The journal of fixed income 8 (1998) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10001246656
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Valuing convertible bonds with credit risk
Tsiveriotis, Kostas - In: The journal of fixed income 8 (1998) 2, pp. 95-102
Persistent link: https://www.econbiz.de/10001252725
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Symposium on credit risk
Breeden, Douglas T. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001495241
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Corporate bond spreads and the business cycle : introducing GS-SPREAD
Bevan, Andrew; Garzarelli, Francesco - In: The journal of fixed income 9 (2000) 4, pp. 8-18
Persistent link: https://www.econbiz.de/10001495242
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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