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~isPartOf:"The journal of fixed income"
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Credit risk
122
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122
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The journal of fixed income
Journal of banking & finance
576
Finance research letters
248
IMF Working Papers
224
IMF Staff Country Reports
220
NBER working paper series
197
International review of financial analysis
188
The journal of credit risk : published quarterly by Incisive Media
181
Journal of financial stability
178
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177
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153
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150
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140
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136
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127
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Discussion paper / Centre for Economic Policy Research
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121
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Journal of international financial markets, institutions & money
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115
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110
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109
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99
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98
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96
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ECONIS (ZBW)
147
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147
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1
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
2
Credit rating and corporate defaults
Zhou, Chunsheng
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 30-40
Persistent link: https://www.econbiz.de/10001706059
Saved in:
3
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
4
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:
5
Are credit rating announcements contagious? : evidence on the transmission of information across industries in credit default swap markets
Cizel, Janko
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 27-60
Persistent link: https://www.econbiz.de/10010196997
Saved in:
6
Measuring the credit risk of synthetic CDOs with CDS-implied ratings
Hamilton, David T.
;
Choi, Yukyung
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10003875978
Saved in:
7
Impact of multiple CDO ratings on credit spreads
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10003875980
Saved in:
8
Testing for rating consistency in annual default rates
Cantor, Richard
;
Falkenstein, Eric G.
- In:
The journal of fixed income
11
(
2001
)
2
,
pp. 36-51
Persistent link: https://www.econbiz.de/10001618874
Saved in:
9
Bayesian migration in credit ratings based on probabilities of default
Das, Sanjiv R.
;
Fan, Rong
;
Geng, Gary
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 17-23
Persistent link: https://www.econbiz.de/10001763884
Saved in:
10
Contingent claims analysis applied in credit risk modeling
Anderson, Anne M.
;
Maxwell, William F.
;
Barnhill, …
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 24-31
Persistent link: https://www.econbiz.de/10001763885
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