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Defaults and losses given default of structured finance securities
Hu, Jian; Cantor, Richard - In: The journal of fixed income 13 (2004) 4, pp. 5-24
Persistent link: https://www.econbiz.de/10002029941
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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
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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
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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
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Default correlation among non-financial corporate affiliates
Emery, Kenneth Manvel; Cantor, Richard - In: The journal of fixed income 15 (2005) 2, pp. 87-96
Persistent link: https://www.econbiz.de/10003229863
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Determinants of recovery rates on defaulted bonds and loans for North American corporate issuers : 1983 - 2003
Varma, Praveen; Cantor, Richard - In: The journal of fixed income 14 (2005) 4, pp. 29-44
Persistent link: https://www.econbiz.de/10002836116