The Complementary Nature of Ratings and Market-Based Measures of Default Risk
- 30 June 2007
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 17 (1) , 38-47
- https://doi.org/10.3905/jfi.2007.688964
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
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- Quantifying Credit Risk I: Default PredictionCFA Magazine, 2003
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- On the Pricing of Corporate Debt: The Risk Structure of Interest RatesThe Journal of Finance, 1974