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Modeling bankruptcy proceedings for high-yield debt portfolios
Parnes, Dror - In: The journal of fixed income 19 (2009/10) 2, pp. 23-33
Persistent link: https://www.econbiz.de/10003893436
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Going for broke : restructuring distressed debt portfolios
Das, Sanjiv R.; Kim, Seoyoung - In: The journal of fixed income 24 (2014) 1, pp. 5-27
Persistent link: https://www.econbiz.de/10011293048
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You can work it out! : valuation and recovery of private debt with a renegotiable default threshold
Hasan, Majid; Blanc-Brude, Frédéric - In: The journal of fixed income 26 (2017) 4, pp. 113-127
Persistent link: https://www.econbiz.de/10011684776
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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