Estimating the credit-risk yield premium for preferred stock

Financial Analysts Journal

Volumn 52, Issue 5, 1996, Pages 45-56

  Crabbe, Leland E ^a  

^a Merrill Lynch   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2842608264     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v52.n5.2023     Document Type: Article

References (3)

1. Carty, Lea V. 1995. "Moody's Preferred Stock Ratings and Dividend Impairment." Journal of Fixed Income, vol. 5, no. 3 (December):95-103.
2. Carty, Lea V., Dana Lieberman, and Jerome S. Fons. 1995. "Corporate Bond Defaults and Default Rates: 1970-94." New York: Moody's Investors Service.
3. Fons, Jerome S. 1994. "Using Default Rates to Model the Term Structure of Credit Spreads." Financial Analysts Journal, vol. 50, no. 5 (September/October):25-32.