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Interpreting recent changes in the credit spreads of Japanese banks
Pan, Jun
;
Singleton, Kenneth J.
-
2006
Persistent link: https://www.econbiz.de/10003379280
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2
Default and recoverty implicit in the term structure of sovereign CDS spreads
Pan, Jun
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
5
,
pp. 2345-2384
Persistent link: https://www.econbiz.de/10003822487
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3
Credit risk modeling with affine processes
Duffie, Darrell
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2751-2802
Persistent link: https://www.econbiz.de/10003121049
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4
Modeling term structures of defaultable bonds
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 687-720
Persistent link: https://www.econbiz.de/10001421853
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5
An econometric model of the term structure of interest rate swap yields
Duffie, Darrell
;
Singleton, Kenneth J.
-
1995
Persistent link: https://www.econbiz.de/10000904139
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6
Term structures of credit spreads with incomplete accounting information D. Duffie and D. Lando
Duffie, Darrell
;
Lando, David
-
1999
Persistent link: https://www.econbiz.de/10001369621
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7
A term structure model with preferences for the timing of resolution of uncertainty
Duffie, Darrell
- In:
Economic theory : official journal of the Society for …
9
(
1997
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001335757
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8
A yield-factor model of interest rates
Duffie, Darrell
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 379-406
Persistent link: https://www.econbiz.de/10001208931
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9
Term structures of credit spreads with incomplete accounting information
Duffie, Darrell
;
Lando, David
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 633-664
Persistent link: https://www.econbiz.de/10001580789
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10
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
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