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Credit Spreads, Recovery Rates and Bond Portfolio Risk Measures in a Hybrid Credit Risk Model
30/30 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 30 checked references that resolve
resolves10.2469/faj.v52.n6.2040
Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds
resolves10.1111/j.0391-5026.2004.00129.x
Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence
resolves10.1017/cbo9780511754197.008
Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence
resolves10.21314/jcr.2005.003
Extensions to the Gaussian copula: random recovery and random factor loadings
resolves10.1086/503653
Investigating the Role of Systematic and Firm‐Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models*
resolves10.2139/ssrn.285940
Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates
resolves10.1111/j.1540-6261.1976.tb01891.x
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
resolves10.1016/j.jeconom.2008.12.003
Estimating the structural credit risk model when equity prices are contaminated by trading noises
resolves10.1111/1468-0262.00208
Term Structures of Credit Spreads with Incomplete Accounting Information
resolves10.1016/j.jfineco.2005.10.011
Multi-period corporate default prediction with stochastic covariates
resolves10.2139/ssrn.1155129
On Recovery and Intensity's Correlation - A New Class of Credit Risk Models
resolves10.21314/jcr.2010.112
The valuation of correlation-dependent credit derivatives using a structural model
resolves10.1002/9781119201892.ch6
Structural versus Reduced‐Form Models: A New Information‐Based Perspective
resolves10.1111/j.1540-6261.1994.tb02452.x
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
resolves10.1111/j.1540-6261.1996.tb02714.x
Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
resolves10.1111/j.1540-6261.1995.tb04037.x
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
resolves10.2307/2676238
A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
The 5 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref11
no DOI — not checkedA Mixed Approach to Modeling Default Risk
no DOI — not checkedref31
no DOI — not checkedThe Unscented Particle Filter
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