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Corporate bond default risk : a 150-year perspective
Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - 2010
Persistent link: https://www.econbiz.de/10003952425
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Premia for correlated default risk
Azizpour, Shahriar; Giesecke, Kay; Kim, Baeho - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1340-1357
Persistent link: https://www.econbiz.de/10009241405
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Corporate bond default risk : a 150-year perspective
Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - In: Journal of financial economics 102 (2011) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10009310776
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Macroeconomic effects of corporate default crises : a long-term perspective
Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - 2012
Persistent link: https://www.econbiz.de/10009516751
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Forecasting default in the face of uncertainty
Giesecke, Kay; Goldberg, Lisa - In: The journal of derivatives : the official publication … 12 (2004) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10002210953