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Insolvency
62
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51
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51
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45
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45
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42
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42
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Cantor, Richard
11
Das, Sanjiv R.
5
Fabozzi, Frank J.
5
Fridson, Martin S.
5
Chen, Ren-Raw
4
Hu, Jian
4
Ap Gwilym, Owain
3
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3
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3
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2
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2
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1
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The journal of fixed income
Journal of banking & finance
500
NBER working paper series
465
Working paper / National Bureau of Economic Research, Inc.
430
NBER Working Paper
359
Journal of financial economics
287
Mathematica Policy Research Reports
280
Finance research letters
264
The review of financial studies
229
Discussion paper / Centre for Economic Policy Research
215
Applied economics
191
International review of financial analysis
188
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181
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161
IMF working papers
146
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145
The journal of finance : the journal of the American Finance Association
145
Pacific-Basin finance journal
144
Journal of international financial markets, institutions & money
143
Research in international business and finance
139
International review of economics & finance : IREF
137
Management science : journal of the Institute for Operations Research and the Management Sciences
134
International journal of economics and financial issues : IJEFI
133
Finance and economics discussion series
129
Applied economics letters
128
IMF Staff Country Reports
126
The journal of corporate finance : contracting, governance and organization
126
International journal of economics and finance
125
Economic modelling
121
Journal of financial stability
120
The journal of real estate finance and economics
120
Economics letters
118
European journal of operational research : EJOR
116
IMF Working Papers
115
Journal of money, credit and banking : JMCB
109
The European journal of finance
109
Journal of financial markets
105
Journal of risk and financial management : JRFM
105
Working paper series / European Central Bank
105
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ECONIS (ZBW)
108
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1
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:
2
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:
3
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:
4
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:
5
Rating transition and default rates conditioned on outlooks
Hamilton, David T.
;
Cantor, Richard
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 54-70
Persistent link: https://www.econbiz.de/10002421466
Saved in:
6
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:
7
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:
8
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:
9
Rating agency actions around the investment-grade boundary
Johnson, Richard
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 25-37
Persistent link: https://www.econbiz.de/10002029956
Saved in:
10
How consistent are credit ratings? : A geographical and sectoral analysis of default risk
Ammer, John
;
Packer, Frank
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 24-30
Persistent link: https://www.econbiz.de/10001549790
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