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Long-run relationship between default rates and macroeconomic variables in the US leveraged loan market
Ilg, Daniel - In: The journal of fixed income 24 (2015) 3, pp. 64-76
Persistent link: https://www.econbiz.de/10011292813
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Long-run risk dynamics, instabilities, and breaks on European credit markets over a crisis period
Kapar, Burcu; Laborda, Ricardo; Olmo, Jose - In: The journal of fixed income 22 (2012) 2, pp. 31-43
Persistent link: https://www.econbiz.de/10009670718
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Liquidity shocks in the secondary corporate loan market
Anthony, John; Docherty, Paul; Lee, Doowon; Shamsuddin, Abul - In: The journal of fixed income 26 (2017) 4, pp. 53-72
Persistent link: https://www.econbiz.de/10011684765
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Stock prices and stock return volatilities implied by the credit market
Byström, Hans N. E. - In: The journal of fixed income 25 (2016) 4, pp. 32-54
Persistent link: https://www.econbiz.de/10011660735
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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