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isPartOf:"The journal of fixed income"
~subject:"ARCH model"
~subject:"World"
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The journal of fixed income
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On the Basel Accord's inverse relationship between default probability and asset correlation : an empirical study
Blümke, Oliver
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 38-47
Persistent link: https://www.econbiz.de/10011399847
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2
A simple empirical model of equity-implied probabilities of default
Altman, Edward I.
;
Fargher, Neil
;
Kalotay, Egon
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 71-85
Persistent link: https://www.econbiz.de/10008858607
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3
Value at risk for interest rate-dependent securities
Cakici, Nusret
;
Foster, Kevin R.
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 81-95
Persistent link: https://www.econbiz.de/10001774645
Saved in:
4
Value at risk estimates for Brady bond portfolios
D'Vari, Ron
;
Sosa, Juan C.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001549788
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