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9/11, subprime loans, and the Magnolia Park Apartments bond default

Ross, Michael J. - In: The handbook of municipal bonds, (pp. 1153-1160). 2008

Persistent link: https://www.econbiz.de/10003715287

Classification using optimization : application to credit ratings of bonds

Bugera, Vladimir; Uryasev, Stan; Zrazhevsky, Grigory - In: Computational methods in financial engineering : essays …, (pp. 211-237). 2008

Persistent link: https://www.econbiz.de/10003669645

Testing for opaqueness in the European banking industry : evidence from bond credit ratings

Iannotta, Giuliano - In: Journal of financial services research : JFSR 30 (2006) 3, pp. 287-309

Persistent link: https://www.econbiz.de/10003408046

A valuation model of credit-rating linked coupon bond bases on a structural model

Yahagi, K.; Miyazaki, K. - In: Computational finance and its applications II : [Second …, (pp. 247-256). 2006

Persistent link: https://www.econbiz.de/10003410175

Ryzyko inwestycyjne Polski : [86 seminarium BRE-CASE, Warszawa, 05. października 2006 r.]

Bogus, Tomasz (contributor); Markiewicz, Mateusz (contributor) - 2006

Persistent link: https://www.econbiz.de/10003430660

Stock market reaction to anticipated versus surprise rating changes

Purda, Lynnette D. - In: The journal of financial research 30 (2007) 2, pp. 301-320

Persistent link: https://www.econbiz.de/10003484318

Bankrupty probability changes and the differential informativeness of bond upgrades and downgrades

Kim, Yongtae; Nabar, Sandeep - In: Journal of banking & finance 31 (2007) 12, pp. 3843-3861

Persistent link: https://www.econbiz.de/10003604690

The Basel Committee approach to risk - weights and external ratings : what do we learn from bond spreads?

Resti, Andrea (contributor); Sironi, Andrea (contributor) - 2005

Persistent link: https://www.econbiz.de/10003146301

The informational content of bond ratings

Ederington, Louis; Yawitz, Jess B.; Roberts, Brian E. - 1984

Persistent link: https://www.econbiz.de/10003111426

Loss Given Default - Modelle zur Schätzung von Recovery Rates

Böttger, Marc (contributor); Guthoff, Anja (contributor); … - 2008

Loss Given Default (LGD) is a major element for pricing credits and bonds. As there has been a substantial amount of research during the last years, this paper aims to give an overview. Initially, defaults and recovery definitions for credits and the differences to bonds are discussed. A survey...

Persistent link: https://www.econbiz.de/10003750324