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Credit & Debt Markets

Collection's Items: 1 to 20 of 59

Issue DateTitleAuthor(s)
Oct-2003BIRTH OF THE FEDERAL RESERVE: CRISIS IN THE WOMBSilber, William L.
3-May-2004Capital Structure with Asymmetric Information about Value and Risk: Theory and Empirical AnalysisHalov, Nikolay; Heider, Florian
23-Jul-2001Commercial Bank Underwriting of Credit-Enhanced Bonds: Are there Benefits to the Issuer?Saunders, Anthony; Stover, Roger D.
Mar-2002Commercial Bank Underwriting of Credit-Enhanced Bonds: Are there Certification Benefits to the Issuer?Saunders, Anthony; Stover, Roger D.
Oct-2003Conflicts of Interest and Market Discipline Among Financial Services FirmsWalter, Ingo
18-Feb-2000Corporate Bonds: Valuation, Hedging, and Optimal call and Default PoliciesAcharya, Viral V.; Carpenter, Jennifer N.
Sep-2002CORPORATE DISTRESS PREDICTION MODELS IN A TURBULENT ECONOMIC AND BASEL II ENVIRONMENTAltman, Edward I.
Jul-2004Credit Rating Dynamics and Markov Mixture ModelsFrydman, Halina; Schuermann, Til
10-Feb-2001CREDIT RATINGS AND THE BIS REFORM AGENDAAltman, Edward; Saunders, Anthony
Nov-2002Credit Risk Analysis and Security DesignInderst, Roman; Müller, Holger M.
Jul-2000Credit Risk and the Yen Interest Rate Swap MarketEom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun
Dec-2003Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical EvidenceAltman, Edward; Resti, Andrea; Sironi, Andrea
1999Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001Altman, Edward I.; Cooke, Diane; Kishore, Vellore
Feb-2004Defaults and Returns in the High Yield Bond Market: The Year 2003 in Review and Market OutlookAltman, Edward I.; Fanjul, Gonzalo
Oct-2002Defaults and Returns on High Yield Bonds: Analysis Through September 30, 2002Altman, Edward I.; Bana, Gaurav
Feb-2003Defaults and Returns on High Yield Bonds: The Year 2002 in Review and the Market OutlookAltman, Edward I.; Bana, Gaurav
8-Dec-2003Does the Failure of the Expectations Hypothesis Matter for Long-Term InvestorsSangvinatsos, Antonios; Wachter, Jessica
8-Apr-2003An Econometric Model of Credit Spreads with Rebalancing, ARCH and Jump EffectsBierens, Herman; Huang, Jing-zhi; Kong, Weipeng
1999Estimating Risk ParametersDamodaran, Aswath
Jun-2003Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond IndicesHuang, Jing-zhi; Kong, Weipeng