Information providers/credit ratings
- Credit Default Swap Market DeterminantsCaitlin Ann GreatrexThe Journal of Fixed Income December 2008, 18 (3) 18-32; DOI: https://doi.org/10.3905/JFI.2009.18.3.018
- Annual Default Rates are Probably Less Than Long-Run Average Annual Default RatesNicholas M. KieferThe Journal of Fixed Income September 2008, 18 (2) 85-87; DOI: https://doi.org/10.3905/jfi.2008.712352
- Empirical Evidence on CDO PerformanceDaniel Newman, Frank J. Fabozzi, Douglas J. Lucas and Laurie S. GoodmanThe Journal of Fixed Income September 2008, 18 (2) 32-40; DOI: https://doi.org/10.3905/jfi.2008.712348
- Forced Selling of Fallen AngelsBrent W. Ambrose, Nianyun (Kelly) Cai and Jean HelwegeThe Journal of Fixed Income June 2008, 18 (1) 72-85; DOI: https://doi.org/10.3905/jfi.2008.708844
- Determinants of Primary Market Spreads on U.K. Residential Mortgage-Backed Securities and the Implications for Investor Reliance on Credit RatingsFrank J. Fabozzi and Dennis VinkThe Journal of Fixed Income December 2011, 21 (3) 7-14; DOI: https://doi.org/10.3905/jfi.2012.21.3.007
- Are Liquidity and Counterparty Risk Priced in the Credit Default Swap Market?Xiaoling Pu, Junbo Wang and Chunchi WuThe Journal of Fixed Income March 2011, 20 (4) 59-79; DOI: https://doi.org/10.3905/jfi.2011.20.4.059
- Fallen Angels: Characteristics, Performance, and
Implications for InvestorsArik Ben Dor and Zhe XuThe Journal of Fixed Income March 2011, 20 (4) 33-58; DOI: https://doi.org/10.3905/jfi.2011.20.4.033 - SOFR Term Rates from Treasury Repo PricingWujiang LouThe Journal of Derivatives February 2022, jod.2022.1.153; DOI: https://doi.org/10.3905/jod.2022.1.153
- Does the Disclosure of a Hedge Fund Stock Sale Influence Respective Stock Returns?Jonas Tobias SchmitzThe Journal of Alternative Investments December 2020, 23 (3) 100-115; DOI: https://doi.org/10.3905/jai.2020.1.120
- New Blockchain Intermediaries: Do ICO Rating Websites Do Their Job Well?Dmitri Boreiko and Gioia VidussoThe Journal of Alternative Investments March 2019, 21 (4) 67-79; DOI: https://doi.org/10.3905/jai.2019.21.4.067
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