Credit risk management
- Simple Correlated Binomial Portfolio Loss DistributionJoseph M. PimbleyThe Journal of Structured Finance July 2019, 25 (2) 75-86; DOI: https://doi.org/10.3905/jsf.2019.1.078
- Model House Price Volatilities: Spatial and Temporal StructureJiawei “David” Zhang and Lihua ZhangThe Journal of Structured Finance July 2019, 25 (2) 64-74; DOI: https://doi.org/10.3905/jsf.2019.1.074
- The Role of ABS CDOs in the Financial CrisisLarry Cordell, Greg Feldberg and Danielle SassThe Journal of Structured Finance July 2019, 25 (2) 10-27; DOI: https://doi.org/10.3905/jsf.2019.1.072
- The Impact of Firm-Level Political Risk on Creditor ControlMaksim Isakin and Xiaoling PuThe Journal of Fixed Income June 2019, 29 (1) 44-54; DOI: https://doi.org/10.3905/jfi.2019.1.070
- Default Risk Characteristics of Construction Surety BondsHyeongjun Kim, Hoon Cho and Doojin RyuThe Journal of Fixed Income June 2019, 29 (1) 77-87; DOI: https://doi.org/10.3905/jfi.2019.29.1.077
- More Than One Million Reasons to Lie about Structured FinanceJanet M. TavakoliThe Journal of Structured Finance April 2019, 25 (1) 8-20; DOI: https://doi.org/10.3905/jsf.2019.25.1.008
- What Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) MarketSheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun YooThe Journal of Fixed Income March 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069
- T-Vasicek Credit Portfolio Loss DistributionJoseph M. PimbleyThe Journal of Structured Finance October 2018, 24 (3) 65-78; DOI: https://doi.org/10.3905/jsf.2018.24.3.065
- The Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical EvidenceEmory E. Ruscus, Frank J. Fabozzi and Glenn SchultzThe Journal of Fixed Income December 2018, 28 (3) 55-67; DOI: https://doi.org/10.3905/jfi.2018.1.066
- How a Credit Enhancement Affects Bond Liquidity and Default Risk of the FirmJeffrey R. Black, Seth A. Hoelscher and Duane StockThe Journal of Fixed Income December 2018, 28 (3) 24-37; DOI: https://doi.org/10.3905/jfi.2018.28.3.024
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