Margin-Based Asset Pricing and the Determinants of the CDS Basis.
- Published in:
- Journal of Fixed Income, 2014, v. 24, n. 2, p. 61, doi. 10.3905/jfi.2014.24.2.061
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2014 AND VI 24 AND IP 2
Results: 7
1
2
The Impact of Equity Misvaluation on Predictive Accuracy of Bankruptcy Models.
- Published in:
- Journal of Fixed Income, 2014, v. 24, n. 2, p. 5, doi. 10.3905/jfi.2014.24.2.005
- By:
- Publication type:
- Article
3
Untitled.
- Published in:
- Journal of Fixed Income, 2014, v. 24, n. 2, p. 1
- By:
- Publication type:
- Article
4
On the Negative Correlation between Default Rates and the Discriminatory Power of Credit Ratings.
- Published in:
- Journal of Fixed Income, 2014, v. 24, n. 2, p. 19, doi. 10.3905/jfi.2014.24.2.019
- By:
- Publication type:
- Article
5
The Impact of the October 2013 Government Shutdown and Debt Ceiling on U.S. Treasury Default Risk.
- Published in:
- Journal of Fixed Income, 2014, v. 24, n. 2, p. 79, doi. 10.3905/jfi.2014.24.2.079
- By:
- Publication type:
- Article
6
Market-Based Sovereign Ceiling: Evidence from the European Sovereign Debt Crisis.
- Published in:
- Journal of Fixed Income, 2014, v. 24, n. 2, p. 45, doi. 10.3905/jfi.2014.24.2.045
- By:
- Publication type:
- Article
7
Estimation of the Term Structure of CDS-Adjusted Risk-Free Interest Rates.
- Published in:
- Journal of Fixed Income, 2014, v. 24, n. 2, p. 29, doi. 10.3905/jfi.2014.24.2.029
- By:
- Publication type:
- Article