//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of fixed income"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A statistical analysis of reli...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Insolvency
62
Insolvenz
62
Credit risk
37
Kreditrisiko
37
USA
28
United States
28
Theorie
20
Theory
20
Credit rating
11
Kreditwürdigkeit
11
Anleihe
10
Bond
10
Corporate bond
7
Credit derivative
7
Kreditderivat
7
Unternehmensanleihe
7
Estimation
6
Forecasting model
6
Prognoseverfahren
6
Schätzung
6
Yield curve
6
Zinsstruktur
6
Asset-Backed Securities
5
Asset-backed securities
5
Risikoprämie
5
Risk premium
5
Hypothek
4
Mortgage
4
Probability theory
4
Swap
4
Wahrscheinlichkeitsrechnung
4
CAPM
3
Capital income
3
Correlation
3
Derivat
3
Derivative
3
Kapitaleinkommen
3
Korrelation
3
Portfolio selection
3
Portfolio-Management
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
62
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Language
All
English
62
Author
All
Cantor, Richard
5
Das, Sanjiv R.
5
Fridson, Martin S.
3
Geng, Gary
3
Altman, Edward I.
2
Blanc-Brude, Frédéric
2
Fabozzi, Frank J.
2
Fan, Rong
2
Goodman, Laurie Sharon
2
Hasan, Majid
2
Hu, Jian
2
Jarrow, Robert A.
2
Parnes, Dror
2
Acerbis, Valentina
1
Ammer, John
1
Ap Gwilym, Owain
1
Ashworth, Roger
1
Assing, Andrew
1
Bandreddi, Santhosh
1
Batta, George
1
Benzchawel, Terry
1
Benzschawel, Terry
1
Bryan, Vicki
1
Cathcart, Lara
1
Chen, Jiakai David
1
Chen, Ping
1
Chen, Ren-Raw
1
Chiluveru, Sudhir
1
Cho, Hoon
1
Corcoran, Patrick J.
1
Danis, Michelle A.
1
Duyvesteyn, Johan
1
Díaz Pérez, Antonio
1
Emery, Kenneth Manvel
1
Erturk, Erkan
1
Falkenstein, Eric G.
1
Fargher, Neil
1
Fong, H. Gifford
1
Freed, Laurance
1
Gao, Yan
1
more ...
less ...
Published in...
All
The journal of fixed income
IMF Working Papers
399
IMF Staff Country Reports
337
NBER working paper series
208
MPRA Paper
195
Working paper / National Bureau of Economic Research, Inc.
183
Journal of banking & finance
162
Journal of Investment Compliance
159
NBER Working Paper
149
Technological forecasting & social change : an international journal
131
European journal of operational research : EJOR
127
Economics Papers from University Paris Dauphine
123
Journal of business research : JBR
123
Journal of financial economics
109
Staff working paper / Bank of Canada
105
Finance research letters
97
NBER Working Papers
80
The journal of real estate finance and economics
79
Management science : journal of the Institute for Operations Research and the Management Sciences
77
International journal of production research
76
Ovidius University Annals, Economic Sciences Series
75
Bank of Canada Staff Working Paper
74
Discussion paper / Centre for Economic Policy Research
74
Journal of risk and financial management : JRFM
74
Working Paper
73
Working papers / Federal Reserve Bank of Philadelphia, Research Department
73
CEPR Discussion Papers
72
International journal of business information systems : IJBIS
72
Working paper
70
Discussion paper
67
The journal of corporate finance : contracting, governance and organization
67
Journal of information & knowledge management : JIKM
66
International review of financial analysis
65
Working Papers / Bank of Canada
65
CESifo Working Paper
64
The journal of finance : the journal of the American Finance Association
64
SpringerLink / Bücher
63
CESifo working papers
62
Applied economics
61
The review of financial studies
61
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Modeling
bankruptcy
proceedings for high-yield debt portfolios
Parnes, Dror
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 23-33
Persistent link: https://www.econbiz.de/10003893436
Saved in:
5
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
Saved in:
6
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:
7
Negative equity trumps unemployment in predicting defaults
Goodman, Laurie Sharon
;
Ashworth, Roger
;
Landy, Brian
; …
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 67-72
Persistent link: https://www.econbiz.de/10003970355
Saved in:
8
A simple empirical model of equity-implied probabilities of default
Altman, Edward I.
;
Fargher, Neil
;
Kalotay, Egon
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 71-85
Persistent link: https://www.econbiz.de/10008858607
Saved in:
9
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
10
Applying credit score models to multiple states of nature
Parnes, Dror
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 57-71
Persistent link: https://www.econbiz.de/10003687358
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->