The effects of jump risks associated with the default rate on credit spreads

The Journal of Risk ◽

10.21314/jor.2005.114 ◽

2005 ◽

Vol 7 (3) ◽

pp. 95-110 ◽

Author(s):

Chang Mo Ahn ◽

Jangkoo Kang ◽

Hwa-Sung Kim

Keyword(s):

Credit Spreads ◽

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Credit Spreads with Jump Risks and Stationary Leverage Ratio

Asia-Pacific Journal of Financial Studies ◽

10.1111/j.2041-6156.2009.00003.x ◽

2010 ◽

Vol 39 (1) ◽

pp. 53-69 ◽

Author(s):

Hwa-Sung Kim

Keyword(s):

Credit Spreads ◽

Leverage Ratio ◽

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A Markov Chain Model with Stochastic Default Rate for Valuation of Credit Spreads

The Journal of Derivatives ◽

10.3905/jod.2001.319159 ◽

2001 ◽

Vol 8 (4) ◽

pp. 8-18 ◽

Author(s):

Eiji Kodera

Keyword(s):

Markov Chain ◽

Markov Chain Model ◽

Credit Spreads ◽

Chain Model ◽

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Secretary Spellings Announces New Low Student Loan Default Rate: Federal loan program participants working hard to help students avoid default

PsycEXTRA Dataset ◽

10.1037/e470242006-001 ◽

2005 ◽

Author(s):

Keyword(s):

Student Loan ◽

Loan Default ◽

Loan Program ◽

Student Loan Default ◽

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Student Loan Default Rate Lowest Ever: Education Department's efforts to assist student loan borrowers paying off, Paige says

PsycEXTRA Dataset ◽

10.1037/e474792006-001 ◽

2003 ◽

Author(s):

Keyword(s):

Student Loan ◽

Loan Default ◽

Student Loan Default ◽

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A Study on the Relation between Expected Default Rate of the Construction Industry and Construction Business Cycle Index

Productivity Review ◽

10.15843/kpapr.30.1.201603.203 ◽

2016 ◽

Vol 30 (1) ◽

pp. 203-238

Author(s):

Dong Phill Suh ◽

SANG-BUM PARK

Keyword(s):

Business Cycle ◽

Construction Industry ◽

Cycle Index ◽

Default Rate ◽

Business Cycle Index

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Another Look at the Relation between Credit Spreads and Interest Rates

10.2469/dig.v38.n1.9 ◽

2008 ◽

Vol 38 (1) ◽

pp. 20-22

Author(s):

Deborah Kidd

Keyword(s):

Interest Rates ◽

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Credit spreads explained

The Journal of Credit Risk ◽

10.21314/jcr.2005.009 ◽

2005 ◽

Vol 1 (2) ◽

pp. 61-78 ◽

Author(s):

Dominic O’Kane ◽

Saurav Sen

Keyword(s):

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Default Risk Explains Main Part of Corporate Credit Spreads: Evidence from Multi-Period Non-Merton Model

SSRN Electronic Journal ◽

10.2139/ssrn.1087888 ◽

2010 ◽

Author(s):

Leonid V. Philosophov ◽

Vladimir L. Philosophov

Keyword(s):

Default Risk ◽

Main Part ◽

Credit Spreads ◽

Merton Model ◽

Corporate Credit

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Corporate Bond Credit Spreads and Forecast Dispersion

SSRN Electronic Journal ◽

10.2139/ssrn.1108525 ◽

2007 ◽

Author(s):

Levent Guntay ◽

Dirk Hackbarth

Keyword(s):

Corporate Bond ◽

Credit Spreads ◽

Forecast Dispersion

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Impact of Multiple CDO Ratings on Credit Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.1341544 ◽

2009 ◽

Author(s):

Stefan Morkoetter ◽

Simone Westerfeld

Keyword(s):

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