Showing papers by "James Boyd published in 1988"
TL;DR: In the early 1970s, the literature concerning statistical models of bond ratings has burgeoned as mentioned in this paper, and the focus of these studies has been the attempt to predict as accurately as possible the rating assigned to a particular firm's bond issue based on readily available data concerning that firm's financial characteristics.
30 citations
TL;DR: In this article, the authors investigated whether consideration of proxies for borrower asset status can contribute to understanding of consumer FRM vs. ARM mortgage choice behavior in the context of probit analysi...
Abstract: This study investigates whether consideration of proxies for borrower asset status can contribute to understanding of consumer FRM vs. ARM mortgage choice behavior. In the context of probit analysi...
16 citations