| | JEL Classification G29
"Other: Financial Institutions and Services"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the G29 classification. (sorted by date) Credit Chains and the Propagation of Financial Distress
by Frederic Boissay of the European Central Bank
(685K PDF) -- 34 pages -- January 2006 Equity Returns Following Changes in Default Risk: New insights into the informational content of credit ratings
by Maria Vassalou of Columbia University, and
Yuhang Xing of Columbia University
(389K PDF) -- 50 pages -- July 18, 2003 Tail Behavior of Credit Loss Distributions for General Latent Factor Models
by André Lucas of the Tinbergen Institute Amsterdam,
Pieter Klaassen of Vrije Universiteit,
Peter Spreij of the University of Amsterdam, and
Stefan Straetmans of Maastricht University
(354K PDF) -- 24 pages -- November 8, 2002 Reputation and the Market for Distressed-Firm Debt
by Thomas H. Noe of Tulane University, and
Michael J. Rebello of Georgia State University
(421K PDF) -- 34 pages -- June 2002 Extreme Tails for Linear Portfolio Credit Risk Models
by André Lucas of the Tinbergen Institute Amsterdam,
Pieter Klaassen of Vrije Universiteit,
Peter Spreij of the University of Amsterdam, and
Stefan Straetmans of Maastricht University
(553K PDF) -- 19 pages -- May 28, 2002
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