SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
THE REGULATION EFFECT OF CREDIT RATINGS ON BOND INTEREST YIELD: THE CASE OF JUNK BONDS
16 references·0 citing·38 second hop
THE REGULATION EFFECT OF CREDIT RATINGS ON BOND INTEREST YIELD: THE CASE OF JUNK BONDS (1994)THE REGULATION EFFECT OF CREDIT RATINGS O…Determinants of the Ratings and Yields on Corporate Bonds: Tests of the Contingent Claims Model (2019)Determinants of the Ratings a…Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls (1989)Original Issue High Yield Bon…Measuring Corporate Bond Mortality and Performance (1989)Measuring Corporate Bond Mort…The Default Premium and Corporate Bond Experience (1987)The Default Premium and Corpo…Lower-Grade Bonds: Their Risks and Returns (1987)Lower-Grade Bonds: Their Risk…Investing in junk bonds : inside the high yield debt market (1987)Investing in junk bonds : ins…DETERMINANTS OF THE RATINGS AND YIELDS ON CORPORATE BONDS: TESTS OF THE CONTINGENT CLAIMS MODEL (1987)DETERMINANTS OF THE RATINGS A…Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects (1986)Pricing New Corporate Bond Is…The Default Rate Experience on High-Yield Corporate Debt (1985)The Default Rate Experience o…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Bond Ratings, Bond Yields and Financial Regulation: Some Findings (1973)Bond Ratings, Bond Yields and…An Alternative Approach to Predicting Corporate Bond Ratings (1970)An Alternative Approach to Pr…The Determination of Long-Term Credit Standing with Financial Ratios (1966)The Determination of Long-Ter…Determinants of Risk Premiums on Corporate Bonds (1959)Determinants of Risk Premiums…Corporate Bond Quality and Investor Experience. (1958)Corporate Bond Quality and In…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Estimating Structural Bond Pricing Models (2005)Systemic Contingent Claims Analysis (2013)Asymmetric tail dependence between green bonds and other asset classes (2021)The effect of a rating change announcement on bond price (1977)Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation (1984)Number of bank relationships: An indicator of competition, borrower quality, or just size? (2000)Modeling correlated market and credit risk in fixed income portfolios (2002)Bond Insurance: What Is Special About Munis? (2004)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Financial Ratios As Predictors of Failure (1966)Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)The impact of default risk on the prices of options and other derivative securities (1995)Measuring investment distortions arising from stockholder–bondholder conflicts (1999)Issuer Quality and Corporate Bond Returns (2013)“Active Investors, LBOs, and the Privatization of Bankruptcy*” (1989)The Financial System and Economic Performance (1990)The Investment Performance of Low‐grade Bond Funds (1991)Default rates in the syndicated bank loan market: A mortality analysis (2000)The Real Consequences of Market Segmentation (2011)Exploring the determinants of green bond issuance: Going beyond the long‐lasting debate on performance consequences (2020)Liquidity and Credit Risk (2006)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of Sovereign Credit Ratings (2007)Does Corporate Social Responsibility (CSR) Improve Credit Ratings? Evidence from Geographic Identification (2013)The Experimental Design of Classification Models: An Application of Recursive Partitioning and Bootstrapping to Commercial Bank Loan Classifications (1984)CLASSIFICATION MODELS AND BOND RATINGS (1985)Rating Agency Adjustments to GAAP Financial Statements and Their Effect on Ratings and Credit Spreads (2014)
this work references cited by second hop

References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 1959Determinants of Risk Premiums on Corporate Bonds460 cited
  • 1989Measuring Corporate Bond Mortality and Performance426 cited
  • 1966The Determination of Long-Term Credit Standing with Financial Ratios407 cited
  • 1970An Alternative Approach to Predicting Corporate Bond Ratings203 cited
  • 1989Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls176 cited
  • 1973Bond Ratings, Bond Yields and Financial Regulation: Some Findings142 cited
  • 1987DETERMINANTS OF THE RATINGS AND YIELDS ON CORPORATE BONDS: TESTS OF THE CONTINGENT CLAIMS MODEL131 cited
  • 1987The Default Premium and Corporate Bond Experience113 cited
  • 2019Determinants of the Ratings and Yields on Corporate Bonds: Tests of the Contingent Claims Model83 cited
  • 1986Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects71 cited
  • 1958Corporate Bond Quality and Investor Experience.64 cited
  • 1987Lower-Grade Bonds: Their Risks and Returns49 cited
  • 1985The Default Rate Experience on High-Yield Corporate Debt

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

45 cited
  • 1987Investing in junk bonds : inside the high yield debt market41 cited
  • Cited by

    No citing works inside the corpus for this window.