Issue Date | Title | Author(s) |
26-Oct-2000 | Factors Affecting the Valuation of Corporate Bonds | Elton, Edwin J.; Gruber, Martin J.; Agrawal, Deepak; Mann, Christopher |
26-Oct-2000 | Factors Affecting the Valuation of Corporate Bonds | Elton, Edwin J.; Gruber, Martin J.; Agrawal, Deepak; Mann, Christopher |
Oct-2001 | Financial Distress and Bank Lending Relationships | Dahiya, Sandeep; Saunders, Anthony; Srinivasan, Anand |
1-Jul-2002 | Fixed Income Pricing | Dai, Qiang; Singleton, Kenneth |
15-May-2002 | Habit Formation and Returns on Bonds and Stocks | Wachter, Jessica A. |
Oct-2002 | How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk? | Huang, Jing-zhi; Huang, Ming |
Dec-2003 | HOW RATING AGENCIES ACHIEVE RATING STABILITY | Altman, Edward I.; Rijken, Herbert A. |
Mar-2004 | The Impact of Shareholder Control on Bondholders | Cremers, K.J. Martijn; Nair, Vinay B.; Wei, Chenyang (Jason) |
May-2003 | Income Smoothing over the Business Cycle: Changes in Banks’ Coordinated Management of Provisions for Loan Losses and Loan Charge-offs from the Pre-1990 Bust to the 1990s Boom | Liu, Chi-Chun; Ryan, Stephen G. |
Dec-2002 | Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature | Allen, Linda; Saunders, Anthony |
Oct-2003 | Informational Efficiency of Loans versus Bonds: Evidence from Secondary Market Prices | Altman, Edward; Gande, Amar; Saunders, Anthony |
Feb-2003 | AN INTEGRATED PRICING MODEL FOR DEFAULTABLE LOANS AND BONDS | Altman, Edward I.; Onorato, Mario |
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 |
6-Nov-2000 | Is the "Leverage Effect" a Leverage Effect? | Figlewski, Stephen; Wang, Xiaozu |
Feb-2003 | Issues in the Credit Risk Modeling of Retail Markets | Allen, Linda; DeLong, Gayle; Saunders, Anthony |
Mar-2004 | A LENDER-BASED THEORY OF COLLATERAL | Inderst, Roman; Müller, Holger M. |
Jan-2001 | Leverage and Growth Opportunities: Risk-Avoidance Induced by Risky Debt | Brito, José Almeida; John, Kose |
Sep-2003 | The Link between Default and Recovery Rates | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
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 |
Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |