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TESTING FOR RATING CONSISTENCY...
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The journal of fixed income
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1
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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2
Minimizing basis risk from non-parallel shifts in the yield curve
Falkenstein, Eric G.
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 60-68
Persistent link: https://www.econbiz.de/10001205425
Saved in:
3
Minimizing Basis Risk from Non-Parallel Shifts in the Yield Curve
Falkenstein, Eric
;
Hanweck, Jerry
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 60-68
Persistent link: https://www.econbiz.de/10007310993
Saved in:
4
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
Saved in:
5
The credit rating industry
Cantor, Richard
- In:
The journal of fixed income
5
(
1995
)
3
,
pp. 10-34
Persistent link: https://www.econbiz.de/10001213235
Saved in:
6
Determinants and impact of sovereign credit ratings
Cantor, Richard
- In:
The journal of fixed income
6
(
1996
)
3
,
pp. 76-91
Persistent link: https://www.econbiz.de/10001214247
Saved in:
7
Structured finance rating transitions : 1983 - 2002
Hu, Jian
;
Cantor, Richard
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 7-27
Persistent link: https://www.econbiz.de/10001782458
Saved in:
8
THE USE OF CREDIT RATINGS IN INVESTMENT MANAGEMENT IN THE U.S. AND EUROPE
Cantor, Richard
;
Gwilym, Owain ap
;
Thomas, Stephen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 13-26
Persistent link: https://www.econbiz.de/10007865205
Saved in:
9
ANALYZING THE TRADEOFF BETWEEN RATINGS ACCURACY AND STABILITY
Cantor, Richard
;
Mann, Christopher
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 60-68
Persistent link: https://www.econbiz.de/10007731213
Saved in:
10
Split Ratings and the Pricing of Credit Risk
Cantor, Richard
;
Packer, Frank
;
Cole, Kevin
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 72-82
Persistent link: https://www.econbiz.de/10007362624
Saved in:
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