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The journal of fixed income
NBER working paper series
365
Journal of banking & finance
307
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294
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290
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290
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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