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Credit risk
122
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The journal of fixed income
Journal of banking & finance
475
IMF Staff Country Reports
188
IMF Working Papers
180
The journal of credit risk : published quarterly by Incisive Media
164
Journal of financial stability
156
Finance research letters
149
NBER working paper series
130
Journal of financial economics
116
Journal of risk management in financial institutions
116
Working paper series / European Central Bank
113
International review of financial analysis
112
International journal of theoretical and applied finance
108
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103
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103
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93
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86
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86
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85
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85
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85
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82
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81
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80
Review of quantitative finance and accounting
76
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75
The journal of corporate finance : contracting, governance and organization
74
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73
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73
Research in international business and finance
72
Journal of financial intermediation
69
The journal of structured finance
69
MPRA Paper
68
The European journal of finance
68
Management science : journal of the Institute for Operations Research and the Management Sciences
67
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
122
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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
Implied asset value volatility from a new structural model of credit risk
Chen, James
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10012253566
Saved in:
3
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:
4
What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen
;
Wu, Chunchi
;
Yeh, Chung-Ying
;
Yoo, Woongsun
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
Saved in:
5
Credit rating and liquidity in the US corporate bond market
Díaz, Anonio
;
Escribano, Ana
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 46-59
Persistent link: https://www.econbiz.de/10012251380
Saved in:
6
A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
7
Calibrating credit risk dynamics in private infrastructure debt
Blanc-Brude, Frédéric
;
Hasan, Majid
;
Whittaker, Timothy
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 54-71
Persistent link: https://www.econbiz.de/10011900630
Saved in:
8
Investment performance of credit risk transfer securities (CRTs) : the early evidence
Gao, Chao
;
McConnell, John J.
- In:
The journal of fixed income
28
(
2018
)
2
,
pp. 6-15
Persistent link: https://www.econbiz.de/10011963854
Saved in:
9
Assessment of credit risk models on Rule 144A corporate bonds
Johnson, Mark A.
;
Leggio, Karyl
;
Shin, Yoon S.
- In:
The journal of fixed income
28
(
2018
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10011963877
Saved in:
10
The credit risk premium
Asvanunt, Attakrit
;
Richardson, Scott
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 6-24
Persistent link: https://www.econbiz.de/10011684717
Saved in:
11
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
12
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
13
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
14
Liquidity shocks in the secondary corporate loan market
Anthony, John
;
Docherty, Paul
;
Lee, Doowon
;
Shamsuddin, Abul
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 53-72
Persistent link: https://www.econbiz.de/10011684765
Saved in:
15
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:
16
Systematic credit risk and pricing for fixed income instruments
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 42-60
Persistent link: https://www.econbiz.de/10011660753
Saved in:
17
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:
18
VA loans outperform FHA loans : why? ; and what can we learn?
Goodman, Laurie Sharon
;
Seidman, Ellen
;
Zhu, Jun
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 39-51
Persistent link: https://www.econbiz.de/10011292821
Saved in:
19
Counterparty credit risk in the municipal bond market
Chung, San-Lin
;
Kao, Chen-Wei
;
Wu, Chunchi
;
Yeh, Chung-Ying
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10011399821
Saved in:
20
Credit spreads and regime shifts
Pavlova, Ivelina
;
Hibbert, Ann Marie
;
Barber, Joel R.
; …
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10011399832
Saved in:
21
The credit spread puzzle does exist : but is it really a puzzle?
Sæbø, Jørgen K.
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 75-83
Persistent link: https://www.econbiz.de/10011399835
Saved in:
22
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
Saved in:
23
Loss severity on residential mortgages : evidence from Freddie Mac's newest data
Goodman, Laurie Sharon
;
Zhu, Jun
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011399848
Saved in:
24
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:
25
What moves the correlation between the equity and credit default swap markets?
Liu, Zilong
;
Pu, Xiaoling
;
Zhao, Xinlei
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 72-87
Persistent link: https://www.econbiz.de/10011399890
Saved in:
26
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:
27
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:
28
Are SME loans less risky than regulatory capital requirements suggest?
Düllmann, Klaus
;
Koziol, Philipp
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 89-103
Persistent link: https://www.econbiz.de/10010388829
Saved in:
29
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
Saved in:
30
A default risk model under macroeconomic conditions
Li, Weiping
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 98-113
Persistent link: https://www.econbiz.de/10010198647
Saved in:
31
Capital allocation and per-unit risk in inhomogeneous and stressed credit portfolios
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 64-78
Persistent link: https://www.econbiz.de/10009711227
Saved in:
32
Are credit rating announcements contagious? : evidence on the transmission of information across industries in credit default swap markets
Cizel, Janko
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 27-60
Persistent link: https://www.econbiz.de/10010196997
Saved in:
33
Counterparty risk in exchange-traded notes (ETNs)
Cserna, Balázs
;
Levy, Ariel
;
Wiener, Zvi
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 76-101
Persistent link: https://www.econbiz.de/10009783196
Saved in:
34
Structural credit loss distributions under non-normality
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 56-75
Persistent link: https://www.econbiz.de/10009783200
Saved in:
35
Integration of structured finance exporsures in the Basel II model : analytical results
Plank, Kilian
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 7-18
Persistent link: https://www.econbiz.de/10009670728
Saved in:
36
Modeling prepayments and defaults for UK nonconforming RMBS
Kamra, Abhinav
;
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
Saved in:
37
Analyzing the changing term structure and expectations of US treasury default risk
Nippani, Srinivas
;
Smith, Stanley D.
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 52-60
Persistent link: https://www.econbiz.de/10009670741
Saved in:
38
Specification risk and calibration effects of multifactor credit portfolio model
Dorfleitner, Gregor
;
Fischer, Matthias
;
Geidosch, Marco
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10009670750
Saved in:
39
Evaluation of mortgage credit risk
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 43-54
Persistent link: https://www.econbiz.de/10009670760
Saved in:
40
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
41
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
42
Estimating the joint probability of default using credit default swap and bond data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
Saved in:
43
Credit default swaps : a cash flow analysis
Benzschawel, Terry
;
Corlu, Alper
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 40-55
Persistent link: https://www.econbiz.de/10008858612
Saved in:
44
Dissecting corporate bond and CDS spreads
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
Saved in:
45
Anisotropic credit scheme for municipal revenue bonds
Parnes, Dror
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 91-99
Persistent link: https://www.econbiz.de/10009007988
Saved in:
46
Strategic defaults on first and second lien mortgages during the financial crisis
Jagtiani, Julapa
;
Lang, William W.
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 7-23
Persistent link: https://www.econbiz.de/10009007996
Saved in:
47
Negative credit spreads : liquidity and limits to arbitrage
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009314962
Saved in:
48
Recovery and returns of distressed bonds in bankruptcy
Wang, Wei
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10009314972
Saved in:
49
Modeling ultimate loss given default on corporate debt
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 6-20
Persistent link: https://www.econbiz.de/10009314976
Saved in:
50
A model for recovery value in default
Benzchawel, Terry
;
Haroon, Adoito
;
Wu, Tuohua
- In:
The journal of fixed income
21
(
2011
)
2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10009349768
Saved in:
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