Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns
Author
Abstract
Suggested Citation
DOI: 10.1111/j.1745-6622.1990.tb00202.x
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Alain Capiez, 2000. "Evaluation du crédit-bail et risque de crédit," Post-Print halshs-00587435, HAL.
- Hull, John & White, Alan, 1995. "The impact of default risk on the prices of options and other derivative securities," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 299-322, May.
- Klein, Peter, 1996. "Pricing Black-Scholes options with correlated credit risk," Journal of Banking & Finance, Elsevier, vol. 20(7), pages 1211-1229, August.
- Ragunathan V & Varma, Jayanth R., 1993. "When AAA Means B: The State of Credit Rating in India," IIMA Working Papers WP1993-09-01_01217, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Frank K. Reilly & David J. Wright & James A. Gentry, 2009. "Historic Changes in the High Yield Bond Market," Journal of Applied Corporate Finance, Morgan Stanley, vol. 21(3), pages 65-79, June.
- Joseph M. Goebel, 2007. "Risk, Return, and Performance Measurement: A Case of Unrealistic Expectations?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 10(1), pages 51-68, March.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jacrfn:v:3:y:1990:i:2:p:82-95. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=1078-1196 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.