Concepedia

Bond Defaults

Bond Default is a financial contingency event in which a surety fails to fulfill its obligations under a performance bond, thereby triggering contractual remedies for the obligee.

141

Publications

12.8K

Citations

227

Authors

170

Institutions

Publications per year

2017–2026

18

Parents

Publications

141

Modeling Term Structures of Defaultable Bonds

Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies · 1999 · 2.6K citations

, , +16

The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*

Edward I. Altman, Brooks Brady, Andrea Resti et al. · The Journal of Business · 2005 · 787 citations · Full text

, , +16

An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps

Brian A. Maris · CFA Digest · 2006 · 646 citations

, , +17

Is Default Event Risk Priced in Corporate Bonds?

Joost Driessen · Review of Financial Studies · 2004 · 547 citations

, , +17

Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds

Edward I. Altman, Vellore Kishore · Financial Analysts Journal · 1996 · 498 citations

, , +9

1–5 of 141

Authors

227

  1. EI
    Edward I. Altman

    New York University, United States

    9 publications · 1.4K citations

    9

    h-index

  2. CW
    Chunchi Wu

    Syracuse University, United States

    4 publications · 107 citations

    4

    h-index

  3. JH
    Jean Helwege

    University of California, Riverside, United States

    4 publications · 250 citations

    4

    h-index

  4. AW
    Alan White

    University of Toronto, Canada

    3 publications · 666 citations

    3

    h-index

  5. JS
    Jerome S. Fons

    Federal Reserve Bank of Cleveland, United States

    3 publications · 246 citations

    3

    h-index

1–5 of 227

Institutions

170

  1. New York University

    New York, United States

    9 h-index

    15 publications

    3.4K citations

  2. National Bureau of Economic Research

    Cambridge, United States

    7 h-index

    9 publications

    767 citations

  3. Bocconi University

    Milan, Italy

    6 h-index

    13 publications

    3.9K citations

  4. Stanford University

    Stanford, United States

    5 h-index

    9 publications

    6.6K citations

  5. Federal Reserve

    Washington D.C., United States

    4 h-index

    8 publications

    290 citations

  6. Centre for Economic Policy Research

    London, United Kingdom

    4 h-index

    5 publications

    431 citations

  7. University of Toronto

    Toronto, Canada

    4 h-index

    6 publications

    1.1K citations

  8. Texas Tech University

    Lubbock, United States

    3 h-index

    3 publications

    79 citations

1–8 of 170

Venues

  1. SSRN Electronic Journal

    Repository · 27 publications · 1.2K citations

    15

    h-index

  2. The Journal of Finance

    11 publications · 612 citations

    11

    h-index

  3. The Journal of Fixed Income

    9 publications · 416 citations

    9

    h-index

  4. Journal of Banking & Finance

    5 publications · 192 citations

    5

    h-index

  5. Financial Analysts Journal

    FAJ · 5 publications · 582 citations

    5

    h-index

1–5