Issue Date | Title | Author(s) |
Mar-2004 | A Simple Model for Pricing Securities with Equity, Interest-Rate, and Default Risk | Das, Sanjiv R.; Sundaram, Rangarajan K. |
Mar-2004 | A LENDER-BASED THEORY OF COLLATERAL | Inderst, Roman; Müller, Holger M. |
Jul-2004 | Credit Rating Dynamics and Markov Mixture Models | Frydman, Halina; Schuermann, Til |
Feb-2004 | Defaults and Returns in the High Yield Bond Market: The Year 2003 in Review and Market Outlook | Altman, Edward I.; Fanjul, Gonzalo |
Apr-2004 | A MODEL OF CREDIT RISK, OPTIMAL POLICIES, AND ASSET PRICES | Basak, Suleyman; Shapiro, Alex |
3-May-2004 | Capital Structure with Asymmetric Information about Value and Risk: Theory and Empirical Analysis | Halov, Nikolay; Heider, Florian |
Mar-2004 | The Impact of Shareholder Control on Bondholders | Cremers, K.J. Martijn; Nair, Vinay B.; Wei, Chenyang (Jason) |
Feb-2004 | THE INVESTMENT PERFORMANCE AND MARKET SIZE OF DEFAULTED BONDS AND BANK LOANS IN 2003: OUTLOOK FOR 2004/2005 | Altman, Edward I.; Kumar, Rohit |