Estimating Corporate Yield Curves.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 2, p. 95, doi. 10.3905/jfi.2001.319300
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2001 AND VI 11 AND IP 2
Results: 7
1
2
Explaining Performance Trends in Leveraged Loan Investments.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 2, p. 83, doi. 10.3905/jfi.2001.319299
- By:
- Publication type:
- Article
3
Unique Risk-Return Characteristics of High-Yield Bonds.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 2, p. 65, doi. 10.3905/jfi.2001.319298
- By:
- Publication type:
- Article
4
Rating- and Firm Value-Based Valuation of Credit Swaps.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 2, p. 52, doi. 10.3905/jfi.2001.319297
- By:
- Publication type:
- Article
5
Testing for Rating Consistency in Annual Default Rates.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 2, p. 36, doi. 10.3905/jfi.2001.319296
- By:
- Publication type:
- Article
6
Dynamics of Credit Spreads: A Non-Parametric Analysis.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 2, p. 28, doi. 10.3905/jfi.2001.319295
- By:
- Publication type:
- Article
7
An Empirical Analysis of Credit Spread Innovations.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 2, p. 9, doi. 10.3905/jfi.2001.319294
- By:
- Publication type:
- Article