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Relative default rates on corporate loans and bonds

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  • Emery, Kenneth M.
  • Cantor, Richard

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  • Emery, Kenneth M. & Cantor, Richard, 2005. "Relative default rates on corporate loans and bonds," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1575-1584, June.
  • Handle: RePEc:eee:jbfina:v:29:y:2005:i:6:p:1575-1584
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    References listed on IDEAS

    as
    1. Altman, Edward I. & Suggitt, Heather J., 2000. "Default rates in the syndicated bank loan market: A mortality analysis," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 229-253, January.
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    Cited by:

    1. Fiorella De Fiore & Harald Uhlig, 2011. "Bank Finance versus Bond Finance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1399-1421, October.
    2. Anas Yassine & Abdelmadjid Ibenrissoul, 2018. "The macroeconomics determinants of default of the borrowers: The case of Moroccan bank," Papers 1801.05770, arXiv.org, revised Mar 2018.
    3. Franke, Günter & Krahnen, Jan Pieter, 2017. "SME funding without banks? On the interplay of banks and markets," SAFE White Paper Series 44, Leibniz Institute for Financial Research SAFE.
    4. Fiorella De Fiore & Harald Uhlig, 2011. "Bank Finance versus Bond Finance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1399-1421, October.
    5. Ramdane Djoudad & Étienne Bordeleau, 2013. "Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne," Discussion Papers 13-2, Bank of Canada.
    6. Mariassunta Giannetti & Yishay Yafeh, 2012. "Do Cultural Differences Between Contracting Parties Matter? Evidence from Syndicated Bank Loans," Management Science, INFORMS, vol. 58(2), pages 365-383, February.
    7. Anas Yassine & Abdelmadjid Ibenrissoul & Nawal Snoussi & Zakaria Benjouid, 2017. "The macroeconomics determinants of default of the borrowers: The case of Moroccan bank [Les déterminants macroéconomiques de la défaillance des emprunteurs : Le cas d'une banque marocaine]," Working Papers hal-01683225, HAL.
    8. Fiorella De Fiore & Harald Uhlig, 2011. "Bank Finance versus Bond Finance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1399-1421, October.

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