Issue Date | Title | Author(s) |
Jun-2003 | Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices | Huang, Jing-zhi; Kong, Weipeng |
Oct-2003 | BIRTH OF THE FEDERAL RESERVE: CRISIS IN THE WOMB | Silber, William L. |
8-Apr-2003 | An Econometric Model of Credit Spreads with Rebalancing, ARCH and Jump Effects | Bierens, Herman; Huang, Jing-zhi; Kong, Weipeng |
Dec-2003 | Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence | Altman, Edward; Resti, Andrea; Sironi, Andrea |
17-Feb-2003 | A Model of Optimal Capital Structure with Stochastic Interest Rates | Huang, Jing-zhi; Ju, Nengjiu; Ou-Yang, Hui |
Feb-2003 | Defaults and Returns on High Yield Bonds: The Year 2002 in Review and the Market Outlook | Altman, Edward I.; Bana, Gaurav |
Dec-2003 | HOW RATING AGENCIES ACHIEVE RATING STABILITY | Altman, Edward I.; Rijken, Herbert A. |
Feb-2003 | Issues in the Credit Risk Modeling of Retail Markets | Allen, Linda; DeLong, Gayle; Saunders, Anthony |
Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
Feb-2003 | AN INTEGRATED PRICING MODEL FOR DEFAULTABLE LOANS AND BONDS | Altman, Edward I.; Onorato, Mario |