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Corporate Bond Defaults and Default Rates 1970–1990
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Corporate Bond Defaults and Default Rates 1970–1990 (1991)Corporate Bond Defaults and Default Rates…MACROECONOMICS AND SOVEREIGN RISK RATINGS (2012)MACROECONOMICS AND SOVEREIGN …Estimating Default Probabilities Implicit in Equity Prices (2012)Estimating Default Probabilit…To err is human: US rating agencies and the interwar foreign government debt crisis (2011)To err is human: US rating ag…Importance sampling for integrated market and credit portfolio models (2008)Importance sampling for integ…Corporate Credit Spreads under Parameter Uncertainty (2008)Corporate Credit Spreads unde…Understanding Aggregate Default Rates of High Yield Bonds (2007)Understanding Aggregate Defau…Modeling correlated market and credit risk in fixed income portfolios (2002)Modeling correlated market an…Measuring Integrated Market and Credit Risk in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa (2002)Measuring Integrated Market a…Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis (2000)Factors affecting the yields …On measuring credit risks of derivative instruments (1996)On measuring credit risks of …Marktakzeptanz des Rating durch Qualität (1996)Marktakzeptanz des Rating dur…Revisiting the High-Yield Bond Market (1992)Revisiting the High-Yield Bon…The Credit Rating Industry (1995)The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Common risk factors in the returns on stocks and bonds (1993)A perspective on credit derivatives (2002)The integration of bank syndicated loan and junk bond markets (2003)Measuring credit spreads: evidence from Australian Eurobonds (2005)Corporate financial distress : a complete guide to predicting, avoiding, and dealing with bankruptcy (1983)Measuring Corporate Bond Mortality and Performance (1989)Anatomy of Financial Distress: An Examination of Junk-Bond Issuers (1994)REGULATORY SOLVENCY PREDICTION IN PROPERTY-LIABILITY INSURANCE: RISK-BASED CAPITAL, AUDIT RATIOS, AND CASH FLOW SIMULATION (1998)Valuation of Defaultable Bonds (1998)Regulatory Solvency Prediction in Property-Liability Insurance: Risk-Based Capital, Audit Ratios, and Cash Flow Simulation (1999)An equilibrium characterization of the term structure (1977)Monte Carlo Methods in Financial Engineering (2003)Basel Committee On Banking Supervision (2010)Integrated bank risk modeling: A bottom-up statistical framework (2013)A Study on Operational Risk and Credit Portfolio Risk Estimation Using Data Analytics* (2020)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature (2004)The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective (2008)Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? (2009)Determinants and Impact of Sovereign Credit Ratings (1996)Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)The Damaging Bias of Sovereign Ratings (2015)Current Issues in Economics and Finance (2017)Sovereign credit risk and economic risk in Turkey: Empirical evidence from a wavelet coherence approach (2019)Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries (2021)A Theory of the Term Structure of Interest Rates (1985)Default risk and derivative products (1996)Swap credit risk: An empirical investigation on transaction data (1997)The joint estimation of term structures and credit spreads (2001)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Forecasting Default with the Merton Distance to Default Model (2008)Bayesian analysis of structural credit risk models with microstructure noises (2010)Determinants of spreads on new high yield bonds of shipping companies (2003)Modeling the Effect of Macroeconomic Factors on Corporate Default and Credit Rating Transitions (2006)An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks (2006)An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book (2010)RISK INTEGRATION MECHANISMS AND APPROACHES IN BANKING INDUSTRY (2012)
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  • 2002Modeling correlated market and credit risk in fixed income portfolios87 cited
  • 1992Revisiting the High-Yield Bond Market73 cited
  • 2012MACROECONOMICS AND SOVEREIGN RISK RATINGS59 cited
  • 1996On measuring credit risks of derivative instruments56 cited
  • 2000Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis47 cited
  • 2002Measuring Integrated Market and Credit Risk in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa39 cited
  • 1996Marktakzeptanz des Rating durch Qualität39 cited
  • 2008Corporate Credit Spreads under Parameter Uncertainty37 cited
  • 2007Understanding Aggregate Default Rates of High Yield Bonds33 cited
  • 2008Importance sampling for integrated market and credit portfolio models32 cited
  • 2011To err is human: US rating agencies and the interwar foreign government debt crisis31 cited
  • 2012Estimating Default Probabilities Implicit in Equity Prices27 cited

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