Author:
Hull John,Predescu Mirela,White Alan
Subject
Economics and Econometrics,Finance
Reference28 articles.
1. The implications of corporate bond rating drift;Altman;Financial Analysts Journal,1992
2. Blanco, R., Brennan, S., Marsh, I.W., 2003. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps. Working Paper, Bank of England, May
3. Cantor, R., Mann, C., 2003. Measuring the Performance of Corporate Bond Ratings. Special Comment, Moody’s Investor’s Services, April
4. Cross-sectional regularities in the response of stock prices to bond rating changes;Cornell;Journal of Accounting, Auditing and Finance,1989
5. Cossin, C., Hricko, T., Aunon-Nerin, D., Huang, Z., 2002. Exploring the determinants of credit risk in credit default transaction data: Is fixed income markets’ information sufficient to evaluate credit risk. Working Paper, University of Lausanne, May
Cited by
643 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献