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ECONIS (ZBW)
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1
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:
2
A structural model for optimal selection of maturity and timing of callable bond issuance
Qian, Shengguang
;
Lakshmivarahan, S.
;
Stock, Duane R.
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10011684730
Saved in:
3
A conditional variance model of corporate bond excess return distributions
Stoll, Kevin J.
- In:
The journal of fixed income
27
(
2017
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011697727
Saved in:
4
Bond liquidity scores
Slimane, Mohamed Ben
;
Jong, Marielle de
- In:
The journal of fixed income
27
(
2017
)
1
,
pp. 77-82
Persistent link: https://www.econbiz.de/10011697808
Saved in:
5
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:
6
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
Saved in:
7
A model-based approach to constructing corporate bond portfolios
Li, Zan
;
Zhang, Jing
;
Crossen, Christopher
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 57-71
Persistent link: https://www.econbiz.de/10009670711
Saved in:
8
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:
9
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:
10
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:
11
A multifactor model of credit spreads
Bhar, Ramaprasad
;
Handzic, Nedim
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009237746
Saved in:
12
Reduced-form models with regime switching : an empirical analysis for corporate bonds
Wong, Hoi Ying
;
Wong, Tsz Lim
- In:
Asia-Pacific financial markets
14
(
2007
)
3
,
pp. 229-253
Persistent link: https://www.econbiz.de/10003705888
Saved in:
13
Dynamical analysis of corporate bonds based on the yield spread term-quality surface
Shouda, Tomoaki
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 307-332
Persistent link: https://www.econbiz.de/10003496703
Saved in:
14
Benchmarking model of default probabilities of listed companies
Hui, Cho-Hoi
;
Wong, Tak-Chen
;
Lo, Chi-Fai
;
Huang, Ming-Xi
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 76-86
Persistent link: https://www.econbiz.de/10003229861
Saved in:
15
Pricing corporate bomds with rating-based covenants
Bhanot, Karan
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 57-64
Persistent link: https://www.econbiz.de/10001774639
Saved in:
16
Pricing defaultable coupon bonds under a jump-diffuson process
Wong, Mark C. W.
;
Hodges, Stewart D.
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001725705
Saved in:
17
Pricing risky debt : an empirical comparison of the Longstaff and Schwartz and Merton models
Wei, David Guoming
- In:
The journal of fixed income
7
(
1997
)
2
,
pp. 8-28
Persistent link: https://www.econbiz.de/10001229964
Saved in:
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