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~isPartOf:"The journal of fixed income"
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Realized Volatility, Liquidity...
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Credit risk
122
Kreditrisiko
122
Insolvency
62
Insolvenz
62
Theorie
54
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54
USA
53
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53
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25
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25
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24
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24
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22
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21
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20
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156
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158
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158
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158
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Cantor, Richard
8
Chen, Ren-Raw
5
Das, Sanjiv R.
5
Wu, Chunchi
5
Fabozzi, Frank J.
4
Goodman, Laurie Sharon
4
Liu, Sheen
4
Blanc-Brude, Frédéric
3
Fridson, Martin S.
3
Geng, Gary
3
Hasan, Majid
3
Hu, Jian
3
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2
Ap Gwilym, Owain
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2
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2
Chiluveru, Sudhir
2
Dorfleitner, Gregor
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Fan, Rong
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2
Hayre, Lakhbir
2
Helwege, Jean
2
Jahel, Lina el
2
Kuo, Cheng-kun
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Lee, Chih-Wei
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Maxwell, William F.
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Packer, Frank
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Pu, Xiaoling
2
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Sverdlove, Ronald
2
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2
Zhu, Jun
2
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1
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1
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The journal of fixed income
Journal of banking & finance
691
NBER working paper series
429
Working paper / National Bureau of Economic Research, Inc.
369
IMF Working Papers
346
NBER Working Paper
341
Finance research letters
327
Journal of financial economics
311
IMF Staff Country Reports
297
International review of financial analysis
233
Journal of financial stability
223
Discussion paper / Centre for Economic Policy Research
213
Discussion papers / CEPR
198
The review of financial studies
185
International review of economics & finance : IREF
177
Working paper series / European Central Bank
176
The journal of credit risk : published quarterly by Incisive Media
173
IMF working papers
172
MPRA Paper
169
ECB Working Paper
159
Journal of international financial markets, institutions & money
159
Finance and economics discussion series
156
Applied economics
151
Working paper
149
Economic modelling
146
The journal of corporate finance : contracting, governance and organization
145
Discussion paper
137
The journal of finance : the journal of the American Finance Association
136
Management science : journal of the Institute for Operations Research and the Management Sciences
135
Journal of risk management in financial institutions
132
Pacific-Basin finance journal
131
European journal of operational research : EJOR
130
Review of quantitative finance and accounting
129
Research in international business and finance
127
Applied economics letters
125
The European journal of finance
124
International journal of theoretical and applied finance
123
Research paper series / Swiss Finance Institute
123
Journal of economic dynamics & control
122
The journal of real estate finance and economics
122
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ECONIS (ZBW)
158
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1
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1
Modeling of mortgage defaults
Hayre, Lakhbir S.
;
Saraf, Manish
;
Young, Robert
;
Chen, …
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 6-30
Persistent link: https://www.econbiz.de/10003729806
Saved in:
2
Annual default rates are probably less than long-run average annual default rates
Kiefer, Nicholas Maximilian
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 85-87
Persistent link: https://www.econbiz.de/10003777628
Saved in:
3
Measuring final loss severity of defaulted RMBS
Hu, Jian
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 82-91
Persistent link: https://www.econbiz.de/10002682816
Saved in:
4
An empirical investigation of MBS
liquidity
risk
Kim, Jinyong
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 39-46
Persistent link: https://www.econbiz.de/10003848035
Saved in:
5
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
Saved in:
6
A structural model of default risk
Hsu, Jason C.
;
Saá-Requejo, Jesús
;
Santa-Clara, Pedro
- In:
The journal of fixed income
19
(
2009/10
)
3
,
pp. 77-94
Persistent link: https://www.econbiz.de/10003940863
Saved in:
7
Estimating the joint probability of default using credit default swap and bond data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
Saved in:
8
Negative credit spreads :
liquidity
and limits to arbitrage
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009314962
Saved in:
9
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:
10
Modeling ultimate loss given default on corporate debt
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 6-20
Persistent link: https://www.econbiz.de/10009314976
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