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Volumn 21, Issue 1-2, 1999, Pages 35-47

A note on the valuation of risky corporate bonds

Author keywords

Corporate bond valuation; Default risk; Gaussian termstructure models

Indexed keywords


EID: 0040148521     PISSN: 01716468     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002910050079     Document Type: Article
Times cited : (5)

References (9)
  • 1
    • 84977717232 scopus 로고
    • Measuring corporate bond mortality and performance
    • Altman EI (1989) Measuring corporate bond mortality and performance. Journal of Finance 44: 909-922
    • (1989) Journal of Finance , vol.44 , pp. 909-922
    • Altman, E.I.1
  • 2
    • 0002637799 scopus 로고    scopus 로고
    • Almost everything you wanted to know about recoveries on defaulted bonds
    • Altman EI, Kishore VM (1996) Almost everything you wanted to know about recoveries on defaulted bonds. Financial Analysts Journal: 57-64
    • (1996) Financial Analysts Journal , pp. 57-64
    • Altman, E.I.1    Kishore, V.M.2
  • 4
    • 0000481614 scopus 로고
    • A defense of traditional hypotheses about the term structure of interest rates
    • Campbell JY (1986) A defense of traditional hypotheses about the term structure of interest rates. Journal of Finance 41: 183-193
    • (1986) Journal of Finance , vol.41 , pp. 183-193
    • Campbell, J.Y.1
  • 5
    • 0030559739 scopus 로고    scopus 로고
    • Estimating the likelihood of Mexican default from the market prices of brady bonds
    • Claessens S, Pennacchi G (1996) Estimating the likelihood of Mexican default from the market prices of brady bonds. Journal of Financial and Quantitative Analysis 31: 109-126
    • (1996) Journal of Financial and Quantitative Analysis , vol.31 , pp. 109-126
    • Claessens, S.1    Pennacchi, G.2
  • 7
    • 84993865629 scopus 로고
    • A simple approach to valuing risky fixed and floating rate debt
    • Longstaff FA, Schwartz ES (1995) A simple approach to valuing risky fixed and floating rate debt. Journal of Finance 50: 789-819
    • (1995) Journal of Finance , vol.50 , pp. 789-819
    • Longstaff, F.A.1    Schwartz, E.S.2
  • 9
    • 0347078538 scopus 로고
    • An equilibrium characterization of the term structure
    • Vasicek O (1977) An equilibrium characterization of the term structure. Journal of Financial Economics 5: 177-188
    • (1977) Journal of Financial Economics , vol.5 , pp. 177-188
    • Vasicek, O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.