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Strategic defaults on first and second lien mortgages during the financial crisis
Jagtiani, Julapa; Lang, William W. - In: The journal of fixed income 20 (2010/11) 4, pp. 7-23
Persistent link: https://www.econbiz.de/10009007996
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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
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Information effects of bond rating changes : the role of the rating prior to the announcement
Jorion, Philippe; Zhang, Gaiyan - In: The journal of fixed income 16 (2007) 4, pp. 45-59
Persistent link: https://www.econbiz.de/10003457021
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Analyzing the tradeoff between ratings accurcy and stability
Cantor, Richard; Mann, Christopher - In: The journal of fixed income 16 (2007) 4, pp. 60-68
Persistent link: https://www.econbiz.de/10003457025
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The relationship between issuance spreads and credit performance of structured finance securities
Hu, Jian; Cantor, Richard - In: The journal of fixed income 16 (2006) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10003376578
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An analysis of portfolios of insured debts
Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 16 (2006) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
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The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.; Jensen, Malene Shin - In: The journal of fixed income 15 (2005) 3, pp. 16-33
Persistent link: https://www.econbiz.de/10003303931
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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
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Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon; Newman, Daniel; Lucas, Douglas J.; … - In: The journal of fixed income 17 (2007) 3, pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
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A density-dependent model for credit ratings migration dynamics
Parnes, Dror - In: The journal of fixed income 17 (2007) 1, pp. 26-37
Persistent link: https://www.econbiz.de/10003502377