Default and Recovery Rates of Sovereign Bonds: A Case Study of the Argentine Crisis.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 2, p. 97, doi. 10.3905/jfi.2005.591613
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2005 AND VI 15 AND IP 2
Results: 8
1
2
Default Correlation Among Non-Financial Corporate Affiliates.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 2, p. 87, doi. 10.3905/jfi.2005.591612
- By:
- Publication type:
- Article
3
Benchmarking Model of Default Probabilities of Listed Companies.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 2, p. 76, doi. 10.3905/jfi.2005.591611
- By:
- Publication type:
- Article
4
A Multifactor Approach for Systematic Default and Recovery Risk.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 2, p. 63, doi. 10.3905/jfi.2005.591610
- By:
- Publication type:
- Article
5
Estimating and Hedging Most Probable Extreme Changes in Multicurrency Term Structures.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 2, p. 51
- By:
- Publication type:
- Article
6
Tracking the U.S. Treasury: Footprints from the Treasury's Debt Buy-Back Program.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 2, p. 37, doi. 10.3905/jfi.2005.591607
- By:
- Publication type:
- Article
7
Riding the Yield Curve: A Variety of Strategies.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 2, p. 6, doi. 10.3905/jfi.2005.591606
- By:
- Publication type:
- Article
8
The Journal of FIXED INCOME.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 2, p. 1
- By:
- Publication type:
- Article