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On forecasting the term structure of credit spreads. (2007). Thomson, James ; C. N. V. Krishnan, ; Ritchken, Peter H..
In: Working Papers (Old Series).
RePEc:fip:fedcwp:0705.

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  2. Estimating yield spreads volatility using GARCH-type models. (2021). Kim, Dong H ; Jung, Hojin.
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  4. Modeling non-normal corporate bond yield spreads by copula. (2020). Jung, Hojin ; Kim, Dong H.
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  7. Using Merton model for default prediction: An empirical assessment of selected alternatives. (2016). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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  8. Prepayment risk on callable bonds: theory and test. (2015). Franois, Pascal ; Pardo, Sophie.
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  9. Understanding the term structure of credit default swap spreads. (2015). Han, Bing ; Zhou, YI.
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  10. Using Merton model: an empirical assessment of alternatives. (2015). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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  11. Sovereign risk and its changing effects on bond duration during financial crisis. (2014). Lee, Heiwai ; Xie, Yan Alice ; Yau, Jot.
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  12. On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jae Won ; Whitelaw, Robert F. ; Richardson, Matthew P..
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  13. The effect of interest rate volatility and equity volatility on corporate bond yield spreads: A comparison of noncallables and callables. (2014). Kim, Dong H. ; Stock, Duane .
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  17. The issuance of callable bonds under information asymmetry. (2013). Jameson, Mel ; Choi, Seungmook ; Jung, Mookwon .
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  18. Product market advertising and corporate bonds. (2013). Nejadmalayeri, Ali ; Singh, Manohar ; Mathur, Ike.
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