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Downgrade/upgrade ratio leads default rate
Okashima, Kathryn; Fridson, Martin S. - In: The journal of fixed income 10 (2000) 2, pp. 18-24
Persistent link: https://www.econbiz.de/10001530290
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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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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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Including defaulted bonds in the capital market asset spectrum
Reilly, Frank K.; Wright, David J.; Altman, Edward I. - In: The journal of fixed income 8 (1998) 3, pp. 33-48
Persistent link: https://www.econbiz.de/10001364562
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The pricing of bonds in bankruptcy and financial restructuring
Wagner, Herbert S. - In: The journal of fixed income 6 (1996) 1, pp. 40-47
Persistent link: https://www.econbiz.de/10001205426
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How consistent are credit ratings? : A geographical and sectoral analysis of default risk
Ammer, John; Packer, Frank - In: The journal of fixed income 10 (2000) 3, pp. 24-30
Persistent link: https://www.econbiz.de/10001549790
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Testing for rating consistency in annual default rates
Cantor, Richard; Falkenstein, Eric G. - In: The journal of fixed income 11 (2001) 2, pp. 36-51
Persistent link: https://www.econbiz.de/10001618874
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Bayesian migration in credit ratings based on probabilities of default
Das, Sanjiv R.; Fan, Rong; Geng, Gary - In: The journal of fixed income 12 (2002) 3, pp. 17-23
Persistent link: https://www.econbiz.de/10001763884