Empirical Credit Risk Ratings of Individual Corporate Bonds and Derivation of Term Structures of Default Probabilities

Journal of Risk and Financial Management
doi 10.3390/jrfm12030124
Full Text
Abstract

Available in full text

Date
Authors
Publisher

MDPI AG

Related search

Credit Default Swaps and Corporate Cash Holdings

SSRN Electronic Journal
2012English

The Research of Credit Risk of Corporate Bonds Based on Composite Quantile Regression

Statistical and Application
2014English

Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2013English

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence From the Credit-Default Swap Market

2004English

Effects of Corporate Social Responsibility and Governance on Its Credit Ratings

The Scientific World Journal
BiochemistryMedicineGeneticsMolecular BiologyEnvironmental Science
2014English

Market Conditions, Default Risk and Credit Spreads

Journal of Banking and Finance
EconomicsEconometricsFinance
2010English

Credit Default Swaps Networks and Systemic Risk

Scientific Reports
Multidisciplinary
2014English

Are Corporate Default Probabilities Consistent With the Static Tradeoff Theory?

2011English

Credit Derivatives and the Default Risk of Large Complex Financial Institutions

Journal of Financial Services Research
AccountingEconomicsFinanceEconometrics
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy