Narrow search
Showing 1 - 10 of 295
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
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
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
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
Cover Image
Heterogeneous liquidity effects in corporate bond spreads
Hafner, Christian M.; Walders, Fabian - In: The journal of fixed income 26 (2017) 4, pp. 73-91
Persistent link: https://www.econbiz.de/10011684767
Cover Image
Yields versus expected returns of corporate bonds : some unexpected results
Beliaeva, Natalia A.; Koh, Rachel Kyungyeon; Nawalkha, … - In: The journal of fixed income 27 (2018) 3, pp. 37-53
Persistent link: https://www.econbiz.de/10011803834
Cover Image
The credit spread puzzle does exist : but is it really a puzzle?
Sæbø, Jørgen K. - In: The journal of fixed income 25 (2015) 1, pp. 75-83
Persistent link: https://www.econbiz.de/10011399835
Cover Image
A default risk model under macroeconomic conditions
Li, Weiping - In: The journal of fixed income 23 (2013) 2, pp. 98-113
Persistent link: https://www.econbiz.de/10010198647
Cover Image
Benchmarking model of default probabilities of listed companies
Hui, Cho-Hoi; Wong, Tak-Chen; Lo, Chi-Fai; Huang, Ming-Xi - In: The journal of fixed income 15 (2005) 2, pp. 76-86
Persistent link: https://www.econbiz.de/10003229861
Cover Image
Non-default component of sovereign emerging market yield spreads and its determinants : evidence from the credit default swap market
Küçük, Ugur N. - In: The journal of fixed income 19 (2009/10) 4, pp. 44-66
Persistent link: https://www.econbiz.de/10003970353