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ECONIS (ZBW)
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1
Implications of default information leakage on recoveries
Mao-Wei, Hung
;
Tsai, Wen-Hsin
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 22-37
Persistent link: https://www.econbiz.de/10012253563
Saved in:
2
Default risk characteristics of construction surety bonds
Kim, Hyeongjun
;
Cho, Hoon
;
Ryu, Doojin
- In:
The journal of fixed income
29
(
2019
)
1
,
pp. 77-87
Persistent link: https://www.econbiz.de/10012253490
Saved in:
3
You can work it out! : valuation and recovery of private debt with a renegotiable default threshold
Hasan, Majid
;
Blanc-Brude, Frédéric
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 113-127
Persistent link: https://www.econbiz.de/10011684776
Saved in:
4
A structural model of credit risk for illiquid debt
Blanc-Brude, Frédéric
;
Hasan, Majid
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 6-19
Persistent link: https://www.econbiz.de/10011660746
Saved in:
5
Long-run relationship between default rates and macroeconomic variables in the US leveraged loan market
Ilg, Daniel
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 64-76
Persistent link: https://www.econbiz.de/10011292813
Saved in:
6
Forecasting sovereign default risk with Merton's model
Duyvesteyn, Johan
;
Martens, Martin
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 58-71
Persistent link: https://www.econbiz.de/10011399885
Saved in:
7
The impact of equity misvaluation on predictive accuracy of bankruptcy models
Batta, George
;
Wongsunwai, Wan
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 5-18
Persistent link: https://www.econbiz.de/10011660665
Saved in:
8
The impact of the October 2013 government shutdown and debt ceiling on U.S. treasury default risk
Nippani, Srinivas
;
Smith, Stanley D.
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011660702
Saved in:
9
Going for broke : restructuring distressed debt portfolios
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10011293048
Saved in:
10
Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
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