search query: @indexterm Defaults / total: 25
references: 11-20 / 25
« previous page | next page »
 titleyearauthor
11.
Incorporating collateral value uncertainty in loss given default estimates and loan-to-value ratios
European Financial Management
2003 : SEP, VOL. 9:3, p. 299-314
 2003 Jokivuolle, E.
Peura, S.
12.
Russia, Sovereign Default, Reputation and Access to Capital Markets
Europe-Asia Studies
2003 : JUN, VOL. 55:4, p. 521-552
 2003 Sinyagina-Woodruff, Y.
13.
Bond underwriting by banks and conflicts of interest: Evidence from Japan during the pre-war period
Journal of Banking and Finance
2002 : APR, VOL. 26:4, p. 767-794
 2002 Konishi, M.
14.
Maturity of hot new market faces its sternest test
Euromoney
2001 : DEC, 392, p. 34-42
 2001 Evans, N.
15.
The term structure of credit spreads with jump risk
Journal of Banking and Finance
2001 : NOV, VOL. 25:11, p. 2015-2040
 2001 Zhou, C.
16.
Crisis dynamics of implied default recovery ratios: evidence from Russia and Argentina
Journal of Banking and Finance
2001 : OCT, VOL. 25:10, p. 1921-1939
 2001 Merrick Jr., J.J.
17.
Default parameter estimation using market prices
Financial Analysts' Journal
2001 : SEP/OCT, VOL. 57:5, p. 75-92
 2001 Jarrow, R.
18.
An Analysis of Default Correlations and Multiple Defaults
Review of Financial Studies
2001 : SUMMER, VOL. 14:2, p. 555-576
 2001 Zhou, C.
19.
Determinants of the Dollar Value of Default Risk: A Put Option Perspective
Review of Quantitative Finance and Accounting
2001 : MAR, VOL. 16:2, p. 131-148
 2001 Chu, Q. C.
Lin, Y.-Y.
20.
Counterparty risk and the pricing of defaultable securities
Journal of Finance
2001 : OCT, VOL. 56:5, p. 1765-1799
 2001 Jarrow, R.A.
Yu, F.
« previous page | next page »
SCIMA