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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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Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - In: The journal of fixed income 12 (2002) 1, pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
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Taxes, default risk, and credit spreads
Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 14 (2004) 2, pp. 71-85
Persistent link: https://www.econbiz.de/10002421474
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Non-default component of sovereign emerging market yield spreads and its determinants : evidence from the credit default swap market
Küçük, Ugur N. - In: The journal of fixed income 19 (2009/10) 4, pp. 44-66
Persistent link: https://www.econbiz.de/10003970353
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Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw; Fabozzi, Frank J.; Sverdlove, Ronald - In: The journal of fixed income 20 (2010/11) 2, pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
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Negative credit spreads : liquidity and limits to arbitrage
Bhanot, Karan; Guo, Liang - In: The journal of fixed income 21 (2011) 1, pp. 32-41
Persistent link: https://www.econbiz.de/10009314962
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A default risk model under macroeconomic conditions
Li, Weiping - In: The journal of fixed income 23 (2013) 2, pp. 98-113
Persistent link: https://www.econbiz.de/10010198647
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Analyzing the changing term structure and expectations of US treasury default risk
Nippani, Srinivas; Smith, Stanley D. - In: The journal of fixed income 22 (2012) 1, pp. 52-60
Persistent link: https://www.econbiz.de/10009670741
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Inferring default probabilities from credit spreads
Benzschawel, Terry; Assing, Andrew - In: The journal of fixed income 21 (2012) 4, pp. 13-24
Persistent link: https://www.econbiz.de/10009670765