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Using Default Rates to Model the Term Structure of Credit Risk · Study

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ArticleUsing Default Rates to Model the Term Structure of Credit Risk

Jerome S. Fons1994

Article1994

Using Default Rates to Model the Term Structure of Credit Risk

312 citations·0/0 files stored·Financial Analysts Journal

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Credit Risk and Financial Regulations Stochastic processes and financial applications Financial Distress and Bankruptcy Prediction

Abstract

(1994). Using Default Rates to Model the Term Structure of Credit Risk. Financial Analysts Journal: Vol. 50, No. 5, pp. 25-32.

Citations in this library

Stored only when both papers are in the corpus — 312 citations exist upstream.

Cited by

2010Corporate Social Responsibility: Is it Rewarded by the Corporate Bond Market? A Critical Note 1999The Slope of the Credit Yield Curve for Speculative‐Grade Issuers 2003How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach 2010Analyst forecast characteristics and the cost of debt 2005The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s 2001On the Term Structure of Default Premia in the Swap and LIBOR Markets 1999The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s 2008How Did Increased Competition Affect Credit Ratings?

Details

Year1994

Typearticle

Published1994-09-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations312

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.2469/faj.v50.n5.25

openalex_workW2178314926

Links

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