Article

Assessment of Credit Risk Models on Rule 144A Corporate Bonds

Mark Johnson, Karyl Leggio and Yoon S. Shin
The Journal of Fixed Income Fall 2018, jfi.2018.1.064; DOI: https://doi.org/10.3905/jfi.2018.1.064

Article Information

jfi.2018.1.064
DOI 
https://doi.org/10.3905/jfi.2018.1.064
Published By 
Pageant Media Ltd
Print ISSN 
1059-8596
Online ISSN 
2168-8648
History 
  • Published online August 22, 2018.

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Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Mark Johnson
    1. is an associate professor of finance at Loyola University Maryland Baltimore, MD. (majohnson{at}loyola.edu)
  2. Karyl Leggio
    1. is a professor of finance at Loyola University Maryland Baltimore, MD. (kbleggio{at}loyola.edu)
  3. Yoon S. Shin
    1. is an associate professor of finance at Loyola University Maryland Baltimore, MD. (yshin{at}loyola.edu)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Assessment of Credit Risk Models on Rule 144A Corporate Bonds
Mark Johnson, Karyl Leggio, Yoon S. Shin
The Journal of Fixed Income Aug 2018, jfi.2018.1.064; DOI: 10.3905/jfi.2018.1.064
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