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An analysis and critique of the BIS proposal on capital adequacy and ratings. (2001). Saunders, Anthony ; Altman, Edward I..
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:25:y:2001:i:1:p:25-46.

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  1. Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). van der Kroft, Bram ; Boermans, Martijn A.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002212.

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  2. A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations. (2021). Wang, Mingzheng ; Zhang, Xiaohui ; Yan, Dawen.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03571-2.

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  3. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). Crifo, Patricia ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Capelle-Blancard, Gunther.
    In: Post-Print.
    RePEc:hal:journl:hal-02342867.

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  4. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-02342867.

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  5. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169.

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  6. Strategic direction re-evaluation of bank ratings in Brazil. (2019). Lima, Fabiano Guasti ; Domeneghetti, Valdir.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-18-01030.

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  7. Banks credit ratings – is the size of the credit rating agency important?. (2018). chodnicka -Jaworska, Patrycja ; Chodnicka-Jaworska, Patrycja.
    In: Faculty of Management Working Paper Series.
    RePEc:sgm:fmuwwp:32018.

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  8. CMBS Subordination, Ratings Inflation, and Regulatory†Capital Arbitrage. (2018). Stanton, Richard ; Wallace, Nancy.
    In: Financial Management.
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  9. Merton Model and Capital Measurement in Commercial Banks: A Case Study of Selected Emerging Countries in Southeast Asia. (2017). Sherafatian-Jahromi, Reza ; Alizadeh, Mohammadreza Janvisloo.
    In: Asia-Pacific Financial Markets.
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  10. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia ; Capelle-Blancard, Gunther.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141666.

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  11. Default-implied Asset Correlation: Empirical Study for Moroccan Companies. (2017). Ammari, Mustapha ; Lakhnat, Ghizlane .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-02-55.

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  12. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2017-7.

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  13. The Emergence of Macroprudential Bank Regulation: A Review. (2017). Mer, Katalin.
    In: Acta Oeconomica.
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  14. Bank Capital Structure and Financial Innovation: Antagonists or Two Sides of the Same Coin?. (2016). Sasso, Lorenzo .
    In: HSE Working papers.
    RePEc:hig:wpaper:66/law/2016.

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  15. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2016). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01401718.

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  16. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2016). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01401718.

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  17. Analysis of the Relation between Macroprudential and Microprudential Policy. (2015). Blahova, Naa .
    In: European Financial and Accounting Journal.
    RePEc:prg:jnlefa:v:2015:y:2015:i:1:id:136.

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  18. Ratings assignments: Lessons from international banks. (2012). Stewart, Chris ; Matousek, Roman ; Caporale, Guglielmo Maria.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:6:p:1593-1606.

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  19. Capital requirements and bank behavior in the UK: Are there lessons for international capital standards?. (2012). Osborne, Matthew ; Francis, William.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:803-816.

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  20. Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg. (2012). Schumacher, Ingmar ; Giordana, Gastón.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp077.

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  21. Risk Weights in Regulatory Capital Standards: Is It Necessary to Get It Right?. (2011). Balasubramanyan, Lakshmi ; Jacques, Kevin T..
    In: NFI Working Papers.
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  22. Capital requirement and financial crisis: The case of Japan and the 1997 Asian crisis. (2009). Lahet, Delphine ; Brana, Sophie.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:21:y:2009:i:1:p:97-104.

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  23. Rating Assignments: Lessons from International Banks. (2009). Stewart, Chris ; Matousek, Roman ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2618.

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  24. The new Basel Capital Accord: A major advance at a turbulent time. (2009). Terry, Chris.
    In: Agenda - A Journal of Policy Analysis and Reform.
    RePEc:acb:agenda:v:16:y:2009:i:1:p:25-44.

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  25. Capital shocks, bank asset allocation, and the revised Basel Accord. (2008). Jacques, Kevin T.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:17:y:2008:i:2:p:79-91.

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  26. Capital requirements, bank behavior and monetary policy: A theoretical analysis with an empirical application to India. (2008). Ghosh, Saibal.
    In: MPRA Paper.
    RePEc:pra:mprapa:17306.

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  27. Firm default and aggregate fluctuations. (2008). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper ; Kindell, Rikard.
    In: Working Papers.
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  28. Capital shocks, bank asset allocation, and the revised Basel Accord. (2008). Jacques, Kevin T..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:17:y:2008:i:2:p:79-91.

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  29. Firm Default and Aggregate Fluctuations. (2008). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Kindell, Rikard.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7083.

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  30. THE UNDERPINNINGS OF COUNTRY RISK ASSESSMENT. (2008). Schroeder, Susan K..
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:22:y:2008:i:3:p:498-535.

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  31. Tests on the Accuracy of Basel II. (2007). Varotto, Simone.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2007-09.

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  32. The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model. (2007). Sironi, Andrea ; Resti, Andrea.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:16:y:2007:i:1:p:64-90.

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  33. Basel II and the Value of Bank Differentiation. (2007). Hege, Ulrich ; Feess, Eberhard.
    In: HEC Research Papers Series.
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  34. Good Intentions Gone Awry: A Policy Analysis of the SECs Regulation of the Bond Rating Industry. (2006). White, Lawrence J..
    In: NFI Policy Briefs.
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  35. Internal ratings systems, implied credit risk and the consistency of banks risk classification policies. (2006). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:7:p:1899-1926.

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  36. Feedback Effects of Rating Downgrades. (2006). Fulop, Andras.
    In: ESSEC Working Papers.
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  37. Credit ratings and the standardised approach to credit risk in Basel II. (2005). Van Roy, Patrick.
    In: Finance.
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  38. Good Intentions Gone Awry: A Policy Analysis of the SECs Regulation of the Bond Rating Industry. (2005). White, Lawrence.
    In: Working Papers.
    RePEc:ste:nystbu:05-16.

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  39. The new Basel capital accord: Rationale, design and tentative implications for India. (2005). Ghosh, Saibal ; Nachane, D M ; Ray, Partha.
    In: MPRA Paper.
    RePEc:pra:mprapa:17426.

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  40. Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?. (2005). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
    In: Journal of Financial Services Research.
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  41. Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs. (2005). Sabato, Gabriele ; Altman, Edward .
    In: Journal of Financial Services Research.
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  42. Exploring Interactions between Real Activity and the Financial Stance. (2005). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor.
    In: Working Paper Series.
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  43. Empirical credit cycles and capital buffer formation. (2005). Lucas, Andre ; Koopman, Siem Jan ; Klaassen, Pieter .
    In: Journal of Banking & Finance.
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  44. Credit ratings and the standardised approach to credit risk in Basel II. (2005). Van Roy, Patrick.
    In: Working Paper Series.
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  45. De Bâle 1 à Bâle 2. Effets sur le marché du crédit. (2005). Artus, Patrick.
    In: Revue économique.
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  46. Will Basel II Lead to a Specialization of Unsophisticated Banks on High‐Risk Borrowers?. (2005). Rime, Bertrand .
    In: International Finance.
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  47. THE BASEL COMMITTEE APPROACH TO RISK-WEIGHTS AND EXTERNAL RATINGS: WHAT DO WE LEARN FROM BOND SPREADS?. (2005). Sironi, Andrea ; Resti, Andrea.
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  48. The Basel II Accord: Internal ratings and bank defferentiation. (2004). Hege, Ulrich ; Fees, Eberhard .
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  49. Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?. (2004). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
    In: Working Paper Series.
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  50. Value-at-risk vs. building block regulation in banking. (2004). Lehar, Alfred ; Dangl, Thomas .
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  51. Economic and regulatory capital allocation for revolving retail exposures. (2004). Perli, Roberto ; Nayda, William I..
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  52. A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II. (2003). Kräussl, Roman.
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  53. An Analysis of Ratings of Russian Banks. (2003). Peresetsky, Anatoly ; Karminsky, A M ; van Soest, A. H. O., .
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  54. An Analysis of Ratings of Russian Banks. (2003). van soest, arthur ; Peresetsky, Anatoly ; Karminsky, Alexandr ; van Soest, A. H. O., .
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  58. Economic and regulatory capital allocation for revolving retail exposures. (2003). Perli, Roberto ; Nayda, William I..
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  60. The institutional memory hypothesis and the procyclicality of bank lending behaviour. (2003). Udell, Gregory ; Berger, Allen.
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  61. Credit Risk Models: An Application to Agricultural Lending. (2003). Katchova, Ani ; Barry, Peter J..
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  63. Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings. (2002). Wall, Larry ; Evanoff, Douglas.
    In: Journal of Banking & Finance.
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  64. Comments on Credit ratings and the BIS capital adequacy reform agenda. (2002). Bliss, Robert.
    In: Journal of Banking & Finance.
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  65. Credit ratings and the BIS capital adequacy reform agenda. (2002). Saunders, Anthony ; Bharath, Sreedhar T. ; Altman, Edward I..
    In: Journal of Banking & Finance.
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  66. The new Basle Accord, internal ratings, and the incentives of banks. (2002). Kirstein, Roland.
    In: International Review of Law and Economics.
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  67. The basle Committees proposals for a new capital adequacy assessment framework: a critique. (2001). Hall, Maximilian ; Maximilian J. B. Hall, .
    In: Banca Nazionale del Lavoro Quarterly Review.
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  68. The basle Committees proposals for a new capital adequacy assessment framework: a critique. (2001). Hall, Maximilian ; Maximilian J. B. Hall, .
    In: BNL Quarterly Review.
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  69. Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions. (2001). Furfine, Craig.
    In: Journal of Financial Services Research.
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  70. Capital requirements, business loans, and business cycles: an empirical analysis of the standardized approach in the new Basel Capital Accord. (2001). Zakrajsek, Egon ; Whitesell, William ; Carpenter, Seth B..
    In: Finance and Economics Discussion Series.
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  71. Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings. (2001). Wall, Larry ; Evanoff, Douglas.
    In: FRB Atlanta Working Paper.
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  72. Bank failures in banking panics: Risky banks or road kill?. (2001). Hafer, Rik ; Dwyer, Gerald.
    In: FRB Atlanta Working Paper.
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  73. Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?. (2001). Richards, Anthony ; Gropp, Reint.
    In: Working Paper Series.
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  74. Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?. (2001). Richards, Anthony ; Gropp, Reint.
    In: Working Paper Series.
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  75. Procyclicality of the financial system and financial stability: issues and policy options. (2001). Borio, Claudio ; Lowe, Philip ; Furfine, Craig .
    In: BIS Papers chapters.
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  76. The New Basle Accord, Internal Ratings, and the Incentives of Banks. (2000). Kirstein, Roland.
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  9. Modeling exposure to losses on automobile leases. (2007). Smith, L. ; Jin, Baiqiang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:29:y:2007:i:3:p:241-266.

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  10. Who survives? A cross-country comparison. (2007). Klapper, Leora ; Dahiya, Sandeep.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:3:y:2007:i:3:p:261-278.

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  11. Determinantes de la Probabilidad de Incumplimiento de las Empresas Colombianas. (2007). Nancy Eugenia Zamudio Gomez, .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:004292.

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  12. Determinantes de la Probabilidad de Incumplimiento de las Empresas Colombianas. (2007). Nancy Eugenia Zamudio Gomez, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:466.

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  13. Default Rates in the Loan Market for SMEs: Evidence from Slovakia. (2006). Hainz, Christa ; Fidrmuc, Jarko ; Malesich, Anton.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2006-854.

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  14. A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk. (2005). Lucas, Andre ; Koopman, Siem Jan ; André Lucas, ; Daniels, Robert .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050060.

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  15. A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk. (2005). Lucas, Andre ; Koopman, Siem Jan.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:055.

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  16. Asset return correlation in Basel II: implications for credit risk management. (2004). Laurent, Marie-Paule .
    In: Working Papers CEB.
    RePEc:sol:wpaper:04-017.

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  17. Credit risk in the leasing industry. (2004). Schmit, Mathias.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:4:p:811-833.

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  18. On the consistency of ratings and bond market yields. (2004). Perraudin, William ; Taylor, Alex P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:11:p:2769-2788.

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  19. Is Automotive Leasing a Risky Business?. (2003). Schmit, Mathias.
    In: Working Papers CEB.
    RePEc:sol:wpaper:03-009.

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  20. Asset return correlation: The case of automotive lease portfolios.. (2003). Schmit, Mathias ; Laurent, Marie-Paule ; Duchemin, Stephanie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:03-007.

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  21. The value of private sector business credit information sharing: The US case. (2003). Udell, Gregory ; Kallberg, Jarl G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:3:p:449-469.

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  22. Bond underwriting by banks and conflicts of interest: Evidence from Japan during the pre-war period. (2002). Konishi, Masaru .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:4:p:767-793.

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  23. Implications of Correlated Default For Portfolio Allocation To Corporate Bonds. (2002). Wise, Mark B. ; Bhansali, Vineer .
    In: Papers.
    RePEc:arx:papers:nlin/0209010.

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  24. Portfolio Allocation to Corporate Bonds with Correlated Defaults. (2002). Wise, Mark B. ; Bhansali, Vineer .
    In: Papers.
    RePEc:arx:papers:nlin/0205011.

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  25. LONG-RUN PERFORMANCE OF STOCK RETURNS FOLLOWING JUNK BOND OFFERINGS. (2001). AUGUSTO CASTILLO R., .
    In: Abante.
    RePEc:pch:abante:v:4:y:2001:i:1:p:95-129.

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  26. Off-Balance-Sheet Corporate Finance with Synthetic Leases: Shortcomings and How to Avoid Them with Synthetic Debt. (2001). Graff, Richard A..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:22:n:1/2:2001:p:213-242.

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  27. An analysis and critique of the BIS proposal on capital adequacy and ratings. (2001). Saunders, Anthony ; Altman, Edward I..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:1:p:25-46.

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  28. The term structure of credit spreads with jump risk. (2001). ZHOU, CHUNSHENG.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:11:p:2015-2040.

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  29. The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors. (2001). Geske, Robert ; Delianedis, Gordon .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt32x284q3.

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  30. Number of bank relationships: An indicator of competition, borrower quality, or just size?. (2000). Weber, Martin ; Machauer, Achim .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200006.

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  31. Credit agency regulation and the impact of credit ratings in the international bond market. (2000). David Brookfield, Phillip Ormrod, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:4:p:311-331.

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  32. An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings. (2000). Saunders, Anthony ; Altman, Edward .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-084.

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  33. Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998. (2000). Altman, Edward I. ; Beltran, Luis.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-004.

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  34. The intersection of market and credit risk. (2000). Jarrow, Robert ; Turnbull, Stuart M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:271-299.

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  35. Default rates in the syndicated bank loan market: A mortality analysis. (2000). Altman, Edward I. ; Suggitt, Heather J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:229-253.

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  36. Explaining the Rate Spread on Corporate Bonds. (1999). Mann, Christopher ; Gruber, Martin J. ; Elton, Edward J. ; Agrawal, Deepak.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-082.

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  37. Does a Reorganization Law Improve the Efficiency of the Insolvency Law? The Finnish Experience. (1998). .
    In: European Journal of Law and Economics.
    RePEc:kap:ejlwec:v:6:y:1998:i:2:p:177-198.

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  38. The importance and subtlety of credit rating migration. (1998). Altman, Edward I..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1231-1247.

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  39. A jump-diffusion approach to modeling credit risk and valuing defaultable securities. (1997). ZHOU, CHUNSHENG.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1997-15.

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  40. Credit risk measurement: Developments over the last 20 years. (1997). Saunders, Anthony ; Altman, Edward I..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:11-12:p:1721-1742.

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  41. Differences of opinion and selection bias in the credit rating industry. (1997). Packer, Frank ; Cantor, Richard.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:10:p:1395-1417.

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  42. Corporate Bond and Commercial Loan Portfolio Analysis. (1996). Altman, Edward .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:96-41.

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  43. Pricing Black-Scholes options with correlated credit risk. (1996). Klein, Peter .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:7:p:1211-1229.

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  44. On measuring credit risks of derivative instruments. (1996). Duffee, Greg.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:5:p:805-833.

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  45. Risk aversion and the yield of corporate debt. (1996). Yu, Chih-Hsien ; Wu, Chunchi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:2:p:267-281.

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  46. Forecasting losses on a liquidating long-term loan portfolio. (1995). Smith, Douglas L. ; Lawrence, Edward C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:6:p:959-985.

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  47. The impact of default risk on the prices of options and other derivative securities. (1995). White, Alan ; Hull, John.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:2:p:299-322.

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  48. When AAA Means B: The State of Credit Rating in India. (1993). Varma, Jayanth.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:wp01217.

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  49. Default Risk and Required Return in the Commercial Mortgage Market. (1992). Tung, John ; Graff, Richard A..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:7:n:1:1992:p:13-32.

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  50. How Risky is the Debt in Highly Leveraged Transactions? Evidence from Public Recapitalizations. (1990). Stein, Jeremy ; Kaplan, Steven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3390.

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