| Thumbnail | Number | Issue Date | Title | Author(s) |
| FIN-03-047 | Nov-2003 | A Model of Credit Risk, Optimal Policies, and Asset Prices | Basak, Suleyman; Shapiro, Alex |
| S-CDM-03-20 | Apr-2004 | A MODEL OF CREDIT RISK, OPTIMAL POLICIES, AND ASSET PRICES | Basak, Suleyman; Shapiro, Alex |
| FIN-03-012 | 8-Mar-2003 | An Economeic Model of Credit Spreads with Rebalancing, ARCH and Jump Effects | Bierens, Herman; Huang, Jing-zhi; Kong, Weipeng |
| S-CDM-03-07 | 8-Apr-2003 | An Econometric Model of Credit Spreads with Rebalancing, ARCH and Jump Effects | Bierens, Herman; Huang, Jing-zhi; Kong, Weipeng |
| S-CDM-04-08 | Jul-2004 | Credit Rating Dynamics and Markov Mixture Models | Frydman, Halina; Schuermann, Til |
| FIN-98-069 | Mar-2000 | Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps | Subrahmanyam, Marti G.; Eom, Young Ho; Uno, Jun |
| S-CDM-01-08 | Jul-2000 | Credit Risk and the Yen Interest Rate Swap Market | Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun |
| S-DRP-01-08 | Jul-2000 | Credit Risk and the Yen Interest Rate Swap Market | Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun |
| FIN-01-042 | Jul-2001 | Credit Risk and the Yen Interest Rate Swap Market | Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun |
| S-CDM-03-11 | Dec-2003 | Default Recovery Rates in Credit Risk Modeling: A Review of the
Literature and Empirical Evidence | Altman, Edward; Resti, Andrea; Sironi, Andrea |
| FIN-07-013 | 16-Nov-2007 | Latent Liquidity and Corporate Bond Yield Spreads | Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan |
| S-DRP-05-07 | Nov-2005 | Performance-Sensitive Debt | Manso, Gustavo; Strulovici, Bruno; Tchistyi, Alexei |
| S-CDM-04-07 | Sep-2003 | The Link between Default and Recovery Rates | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
| FIN-02-049 | Jul-2002 | The Link between Default and Recovery Rates: Implications for Credit
Risk Models and Procyclicality | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
| FIN-03-006 | Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence
and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
| S-FI-03-19 | Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence
and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
| S-CDM-03-02 | Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence
and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
| S-DRP-03-08 | Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence
and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
