Narrow search
Showing 1 - 10 of 2,663
Cover Image
Understanding China’s Evolving Credit Risk Maze
Anderson, Ronald W. - 2019
This paper analyses factors that account for credit risk in the Chinese market for bonds issued by non-financial enterprises. By exploring a data set of covering monthly observations of individual corporate and enterprise bonds a number of important structural features of the market are seen to...
Persistent link: https://www.econbiz.de/10012893109
Cover Image
Credit risk and financial instability
Herring, Richard J. - In: Oxford review of economic policy 15 (1999) 3, pp. 63-79
Persistent link: https://www.econbiz.de/10001516129
Cover Image
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
Cover Image
Loan loss severity and optimal mortgage default
Lekkas, Vassilis; Quigley, John M.; Van Order, Robert - 1993
Persistent link: https://www.econbiz.de/10001442098
Cover Image
Risks, privatization and interenterprise arrears in transition economies
Kim, Se-jik; Kwon, Goohoon - In: Economic systems 23 (1999) 3, pp. 225-243
Persistent link: https://www.econbiz.de/10001422634
Cover Image
Coordination risk and the price of debt
Morris, Stephen; Shin, Hyun Song - 1999
Persistent link: https://www.econbiz.de/10001427717
Cover Image
Default correlations, macroeconomic risk and credit portfolio management
Gersbach, Hans; Lipponer, Alexander - 1999
Persistent link: https://www.econbiz.de/10001475214
Cover Image
Monitoring risk in individual insolvency : case studies of two UK banks
Pond, Keith - 2000
Persistent link: https://www.econbiz.de/10001477802
Cover Image
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