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The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang, (2015)
Bond Valuation : Modeling Downgrade Risk and Default Risk Based on Rating Migration Variation as Uncertainty Over the Investment Horizon Through Optimization
Barnard, Brian, (2021)
The effect of liquidity and solvency risk on the inclusion of bond covenants
Cook, Douglas O., (2014)
Ex Ante Estimation of a Firm's Distress Risk Parameters from Bond Transaction Data
Chakravarty, Sugato, (2009)
EX ANTE ESTIMATION OF A FIRM'S DISTRESS RISK PARAMETERS FROM BOND TRANSACTION DATA
Kadiyala, Padma, (2009)
Stealth-trading: which traders' trades move stock prices?
Chakravarty, Sugato, (2001)