haku: @indexterm Defaults / yhteensä: 25
viitteet: 16-25 / 25
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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.
21.
The analytic pricing of asymmetric defaultable swaps
Journal of Banking and Finance
2001 : FEB, VOL. 25:2, p. 295-316
 2001 Hübner, G.
22.
Systemic risk in financial systems
Management Science
2001 : FEB, VOL. 47:2, p. 236-249
 2001 Eisenberg, L.
Noe, T. H.
23.
How long do junk bonds spend in default?
Journal of Finance
1999 : FEB, VOL. 54:1, p. 341-358
 1999 Helwege, J.
24.
Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking
Journal of Banking and Finance
1997 : JAN, VOL. 21:1, p. 55-88
 1997 Angbazo, L.
25.
Bad debt provision and intra-industry information transfer in the banking sector
European Accounting Review
1996 : VOL. 5:4, p. 625-650
 1996 Diaz, C.
McLeay, S.
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