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A certification model for regulatory arbitrage : will regulatory arbitrage persist under Basel III
Berg, Tobias; Gehra, Bernhard; Kunisch, Michael - In: The journal of fixed income 21 (2011) 2, pp. 39-56
Persistent link: https://www.econbiz.de/10009349766
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Including defaulted bonds in the capital market asset spectrum
Reilly, Frank K.; Wright, David J.; Altman, Edward I. - In: The journal of fixed income 8 (1998) 3, pp. 33-48
Persistent link: https://www.econbiz.de/10001364562
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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
Persistent link: https://www.econbiz.de/10001223524
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Real interest rates and the default rate on high-yield bonds
Fridson, Martin S. - In: The journal of fixed income 7 (1997) 2, pp. 29-34
Persistent link: https://www.econbiz.de/10001229963
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The pricing of bonds in bankruptcy and financial restructuring
Wagner, Herbert S. - In: The journal of fixed income 6 (1996) 1, pp. 40-47
Persistent link: https://www.econbiz.de/10001205426
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The impact of equity misvaluation on predictive accuracy of bankruptcy models
Batta, George; Wongsunwai, Wan - In: The journal of fixed income 24 (2014) 2, pp. 5-18
Persistent link: https://www.econbiz.de/10011660665
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The impact of the October 2013 government shutdown and debt ceiling on U.S. treasury default risk
Nippani, Srinivas; Smith, Stanley D. - In: The journal of fixed income 24 (2014) 2, pp. 79-91
Persistent link: https://www.econbiz.de/10011660702
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A structural model of credit risk for illiquid debt
Blanc-Brude, Frédéric; Hasan, Majid - In: The journal of fixed income 26 (2016) 1, pp. 6-19
Persistent link: https://www.econbiz.de/10011660746
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Long-run relationship between default rates and macroeconomic variables in the US leveraged loan market
Ilg, Daniel - In: The journal of fixed income 24 (2015) 3, pp. 64-76
Persistent link: https://www.econbiz.de/10011292813
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Going for broke : restructuring distressed debt portfolios
Das, Sanjiv R.; Kim, Seoyoung - In: The journal of fixed income 24 (2014) 1, pp. 5-27
Persistent link: https://www.econbiz.de/10011293048