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