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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
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Split ratings and the pricing of credit risk
Cantor, Richard; Packer, Frank; Cole, Kevin - 1997
Persistent link: https://www.econbiz.de/10000988957
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Differences of opinion and selection bias in the credit rating industry
Cantor, Richard - In: Journal of banking & finance 21 (1997) 10, pp. 1395-1417
Persistent link: https://www.econbiz.de/10001229558
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Split ratings and the pricing of credit risk
Cantor, Richard - In: The journal of fixed income 7 (1997) 3, pp. 72-82
Persistent link: https://www.econbiz.de/10001233937
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Rating transition and default rates conditioned on outlooks
Hamilton, David T.; Cantor, Richard - In: The journal of fixed income 14 (2004) 2, pp. 54-70
Persistent link: https://www.econbiz.de/10002421466
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Determinants of recovery rates on defaulted bonds and loans for North American corporate issuers : 1983 - 2003
Varma, Praveen; Cantor, Richard - In: The journal of fixed income 14 (2005) 4, pp. 29-44
Persistent link: https://www.econbiz.de/10002836116
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Relative default rates on corporate loans and bonds
Emery, Kenneth Manvel; Cantor, Richard - In: Journal of banking & finance 29 (2005) 6, pp. 1575-1584
Persistent link: https://www.econbiz.de/10002718200
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The relationship between issuance spreads and credit performance of structured finance securities
Hu, Jian; Cantor, Richard - In: The journal of fixed income 16 (2006) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10003376578
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Analyzing the tradeoff between ratings accurcy and stability
Cantor, Richard; Mann, Christopher - In: The journal of fixed income 16 (2007) 4, pp. 60-68
Persistent link: https://www.econbiz.de/10003457025
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Default correlation among non-financial corporate affiliates
Emery, Kenneth Manvel; Cantor, Richard - In: The journal of fixed income 15 (2005) 2, pp. 87-96
Persistent link: https://www.econbiz.de/10003229863