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Credit & Debt Markets

Collection's Items: 21 to 40 of 59

Issue DateTitleAuthor(s)
26-Oct-2000Factors Affecting the Valuation of Corporate BondsElton, Edwin J.; Gruber, Martin J.; Agrawal, Deepak; Mann, Christopher
26-Oct-2000Factors Affecting the Valuation of Corporate BondsElton, Edwin J.; Gruber, Martin J.; Agrawal, Deepak; Mann, Christopher
Oct-2001Financial Distress and Bank Lending RelationshipsDahiya, Sandeep; Saunders, Anthony; Srinivasan, Anand
1-Jul-2002Fixed Income PricingDai, Qiang; Singleton, Kenneth
15-May-2002Habit Formation and Returns on Bonds and StocksWachter, Jessica A.
Oct-2002How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk?Huang, Jing-zhi; Huang, Ming
Dec-2003HOW RATING AGENCIES ACHIEVE RATING STABILITYAltman, Edward I.; Rijken, Herbert A.
Mar-2004The Impact of Shareholder Control on BondholdersCremers, K.J. Martijn; Nair, Vinay B.; Wei, Chenyang (Jason)
May-2003Income 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 BoomLiu, Chi-Chun; Ryan, Stephen G.
Dec-2002Incorporating Systemic Influences Into Risk Measurements: A Survey of the LiteratureAllen, Linda; Saunders, Anthony
Oct-2003Informational Efficiency of Loans versus Bonds: Evidence from Secondary Market PricesAltman, Edward; Gande, Amar; Saunders, Anthony
Feb-2003AN INTEGRATED PRICING MODEL FOR DEFAULTABLE LOANS AND BONDSAltman, Edward I.; Onorato, Mario
Feb-2004THE INVESTMENT PERFORMANCE AND MARKET SIZE OF DEFAULTED BONDS AND BANK LOANS IN 2003: OUTLOOK FOR 2004/2005Altman, Edward I.; Kumar, Rohit
6-Nov-2000Is the "Leverage Effect" a Leverage Effect?Figlewski, Stephen; Wang, Xiaozu
Feb-2003Issues in the Credit Risk Modeling of Retail MarketsAllen, Linda; DeLong, Gayle; Saunders, Anthony
Mar-2004A LENDER-BASED THEORY OF COLLATERALInderst, Roman; Müller, Holger M.
Jan-2001Leverage and Growth Opportunities: Risk-Avoidance Induced by Risky DebtBrito, José Almeida; John, Kose
Sep-2003The Link between Default and Recovery RatesAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea
Jul-2002The Link between Default and Recovery Rates: Implications for Credit Risk Models and ProcyclicalityAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea
Mar-2003The Link between Default and Recovery Rates: Theory, Empirical Evidence and ImplicationsAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea