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The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default
Spencer, Peter D., (2014)
Corporate Innovation, Default Risk, and Bond Pricing
Hsu, Po-Hsuan, (2017)
Current and prospective estimate of counterparty risk through dynamic neural networks
Agnese, Alessio, (2022)
Market expectations and default risk premium in credit default swap prices : a study of Argentine default
Zhang, Frank Xiaoling, (2007)
A no-arbitrage analysis of economic determinants of the credit spread term structure
Wu, Liuren, (2005)
Investigating the Role of Systematic and Firm-Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models
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