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A Three-factor defaultable term structure model
Schmid, Bernd; Zagst, Rudi - In: The journal of fixed income 10 (2000) 2, pp. 63-79
Persistent link: https://www.econbiz.de/10001530347
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Credit risk, interest rate risk, and the business cycle
Alessandrini, Fabio - In: The journal of fixed income 9 (1999) 2, pp. 42-53
Persistent link: https://www.econbiz.de/10001447806
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Symposium on credit risk
Breeden, Douglas T. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001495241
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Corporate bond spreads and the business cycle : introducing GS-SPREAD
Bevan, Andrew; Garzarelli, Francesco - In: The journal of fixed income 9 (2000) 4, pp. 8-18
Persistent link: https://www.econbiz.de/10001495242
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On default correlation : a Copula function approach
Li, David - In: The journal of fixed income 9 (2000) 4, pp. 43-54
Persistent link: https://www.econbiz.de/10001495250
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Default correlation among investment-grade borrowers
Erturk, Erkan - In: The journal of fixed income 9 (2000) 4, pp. 55-59
Persistent link: https://www.econbiz.de/10001495251
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Real interest rates and the default rate on high-yield bonds
Fridson, Martin S. - In: The journal of fixed income 7 (1997) 2, pp. 29-34
Persistent link: https://www.econbiz.de/10001229963
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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
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Split ratings and the pricing of credit risk
Cantor, Richard - In: The journal of fixed income 7 (1997) 3, pp. 72-82
Persistent link: https://www.econbiz.de/10001233937
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Valuation of defaultable bonds
Cathcart, Lara - In: The journal of fixed income 8 (1998) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10001246656