Narrow search
Showing 1 - 10 of 168
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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