Information providers/credit ratings
- Credit Rating and Liquidity in the US Corporate Bond MarketAntonio Díaz and Ana EscribanoThe Journal of Fixed Income March 2019, 28 (4) 46-59; DOI: https://doi.org/10.3905/jfi.2019.28.4.046
- Assessment of Credit Risk Models on Rule 144A Corporate BondsMark Johnson, Karyl Leggio and Yoon S. ShinThe Journal of Fixed Income September 2018, 28 (2) 65-83; DOI: https://doi.org/10.3905/jfi.2018.1.064
- The Impact of the Employment Report and Forecasts Thereof on Fixed-Income MarketsLouis Ederington and Wei GuanThe Journal of Fixed Income September 2018, 28 (2) 44-54; DOI: https://doi.org/10.3905/jfi.2018.1.063
- Do Credit Ratings Move Toward The Market, Or Vice Versa?Colin Ellis, Kumar Kanthan and Veronica ZhengThe Journal of Fixed Income September 2018, 28 (2) 55-63; DOI: https://doi.org/10.3905/jfi.2018.28.2.055
- Are Credit Rating Announcements Contagious?
Evidence on the Transmission of Information across Industries in Credit Default Swap MarketsJanko CizelThe Journal of Fixed Income September 2013, 23 (2) 27-60; DOI: https://doi.org/10.3905/jfi.2013.23.2.027 - On the Negative Correlation between Default Rates
and the Discriminatory Power of Credit RatingsOliver BlümkeThe Journal of Fixed Income September 2014, 24 (2) 19-27; DOI: https://doi.org/10.3905/jfi.2014.24.2.019 - CDS Implied Credit RatingsJeroen Jansen and Frank J. FabozziThe Journal of Fixed Income March 2017, 26 (4) 25-52; DOI: https://doi.org/10.3905/jfi.2017.26.4.025
- Are the Probabilities Right? New Multiperiod Calibration TestsAndreas BlöchlingerThe Journal of Fixed Income December 2016, 26 (3) 25-32; DOI: https://doi.org/10.3905/jfi.2017.26.3.025
- Valuing Financial Assets with Liquidity Discount:
An Implication for Basel IIIRen-Raw Chen, William Filonuk, Dilip K. Patro and An YanThe Journal of Fixed Income December 2012, 22 (3) 45-63; DOI: https://doi.org/10.3905/jfi.2012.22.3.045 - Integration of Structured Finance Exposures in the
Basel II Model: Analytical ResultsKilian PlankThe Journal of Fixed Income September 2012, 22 (2) 7-18; DOI: https://doi.org/10.3905/jfi.2012.22.2.007
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