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Giesecke, Kay - 2001

Persistent link: https://www.econbiz.de/10001646775

Bankruptcy, credit risk, and high yield junk bonds

Altman, Edward I. - 2002

Persistent link: https://www.econbiz.de/10001557610

Default correlation among investment-grade borrowers

Erturk, Erkan - In: The journal of fixed income 9 (2000) 4, pp. 55-59

Persistent link: https://www.econbiz.de/10001495251

Defaultable bonds as Asian options

Buffet, Emmanuel - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 571

Persistent link: https://www.econbiz.de/10001524455

Real interest rates and the default rate on high-yield bonds

Fridson, Martin S. - In: The journal of fixed income 7 (1997) 2, pp. 29-34

Persistent link: https://www.econbiz.de/10001229963

When Sukuk Default – Certificate Holders Can Take Default Worries Off Their Shoulders with Proper Asset-Backed Sukuk

Khnifer, Mohammed - 2010

The research explains how lawyers can structure Sukuk that can save certificate-holders from the repercussions of what comes after default. Asset protection of certificate-holders vis-a-vis their creditors can be achieved by adopting bankruptcy remoteness

Persistent link: https://www.econbiz.de/10013135088

Shocking : 21 Defaulted Sukuk Cases in the Last 20 Months!

Khnifer, Mohammed - 2010

Persistent link: https://www.econbiz.de/10013135837

Informed Bond Trading, Corporate Yield Spreads, and Corporate Default Prediction

Han, Song - 2013

Taking advantage of recently augmented corporate bond transaction data, we examine the pricing implications of informed … asymmetry seem to capture adverse selection in corporate bond trading reasonably well. We demonstrate that information asymmetry … in bond trading has explanatory power for corporate bond yield spreads, and this result holds after controlling for the …

Persistent link: https://www.econbiz.de/10013093704

Ibbotson’s Default Premium : Risky Data

Hallerbach, Winfried G. - 2014

Ibbotson's “Stocks, Bonds, Bills and Inflation” data set is widely used because it provides monthly US financial data series going back to as early as 1926. In this data set, the “default premium” is calculated as the difference between the total returns on long-term corporate bonds and...

Persistent link: https://www.econbiz.de/10013067626

Recovery and Returns of Distressed Bonds in Bankruptcy

Wang, Wei - 2019

Linking the trading price of distressed debt after Chapter 11 filing to the ultimate recovery for a large sample of Chapter 11 cases in the past decade, this paper finds that senior bonds realize large returns while junior bonds realize losses during bankruptcy reorganization. This study then...

Persistent link: https://www.econbiz.de/10012905897