Reference health
Rating Migration and Bond Valuation: Towards Ahistorical Rating Migration Matrices and Default Probability Term Structures
43/43 checkable references clean · checked 2026-08-05
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.
10 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 43 checked references that resolve
resolves10.1080/096031001750071596
An empirical analysis of the relationship of bond yield spreads and macro economic factors
resolves10.1016/s0378-4266(01)00229-1
Ratings migration and the business cycle, with application to credit portfolio stress testing
resolves10.1111/j.1540-6261.2005.00798.x
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
resolves10.1111/0022-1082.00144
Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests
resolves10.2139/ssrn.306479
The Components of Corporate Credit Spreads: Default, Recovery, Taxes, Jumps, Liquidity, and Market Factors
resolves10.1111/j.1540-6261.1995.tb05167.x
Pricing Derivatives on Financial Securities Subject to Credit Risk
resolves10.1016/j.jbankfin.2007.12.043
Bayesian inference for issuer heterogeneity in credit ratings migration
resolves10.1016/s0378-4266(01)00228-x
Analyzing rating transitions and rating drift with continuous observations
resolves10.1111/j.1540-6261.1995.tb04037.x
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
resolves10.1111/j.1540-6261.2005.00797.x
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
resolves10.1016/j.irfa.2004.02.010
Modeling Eurobond credit ratings and forecasting downgrade probability
resolves10.1111/j.1468-036x.2007.00427.x
The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis
resolves10.1007/s10693-006-7626-x
An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market
The 10 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedPricing Credit Sensitive Debt When Interest Rates, Credit Ratings, and Credit Spreads Are Stochastic
no DOI — not checkedCredit risk and risk neutral default probabilities: information about rating migrations and defaults
no DOI — not checkedref28
no DOI — not checkedEstimating expected losses and liquidity discounts implicit in debt prices
no DOI — not checkedValuation of Corporate Fixed-Income Securities
no DOI — not checkedForecasting credit ratings using an ANN and statistical techniques
no DOI — not checkedref46
no DOI — not checkedFinancial ratio selection for default-rating modeling: a model-free approach and its empirical performance
no DOI — not checkedref52
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-05 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.2893521"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2893521/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2893521)