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Understanding aggregate default rates of high-yield bonds

Helwege, Jean - In: The journal of fixed income 7 (1997) 1, pp. 55-61

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Default correlation : rating, industry ripple effect, and business cycle

Qi, Howard; Shi, Jian; Xie, Yan Alice - In: Applied economics 51 (2019) 30, pp. 3256-3273

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Looting: the economic underworld of bankruptcy for profit

Akerlof, George A. - In: Brookings papers on economic activity : BPEA (1993), pp. 1-60

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Business activity and junk bond default premiums

Kohers, Theodor - In: American business review 14 (1995) 2, pp. 51-58

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Weak corporate insolvency rules : the missing driver of zombie lending

Becker, Bo; Ivashina, Victoria - In: AEA papers and proceedings 112 (2022), pp. 516-520

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Research on corporate bond risk premium and default based on voluntary dual ratings selection

Yu, Qianlong; Xiao, Xiaoyi; Lin, Yimin - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 6, pp. 1690-1706

Persistent link: https://www.econbiz.de/10014289783

Bankruptcy, credit risk, and high yield junk bonds

Altman, Edward I. - 2002

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Bond Valuation : Modeling Downgrade Risk and Default Risk Based on Rating Migration Variation as Uncertainty Over the Investment Horizon Through Optimization

Barnard, Brian - 2021

measured empirically. The study extends reduced form bond valuation models based on rating migration (matrices) by allowing … the minimum and maximum possible price through optimization. The study models bond value of individual issues as well as … portfolios. The cost of downgrade or default is delineated by calculating possible future bond or portfolio prices at a certain …

Persistent link: https://www.econbiz.de/10013237304

Bankruptcy regime change and credit risk premium on corporate bonds : evidence from the indian economy

Sengupta, Rajeswari; Vardhan, Harsh - 2023

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The role of social media in the corporate bond market : evidence from Twitter

Bartov, Eli; Faurel, Lucile; Mohanram, Partha - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5638-5667

Persistent link: https://www.econbiz.de/10014392963