以下论文记录了CRI各种方法和数据产品的理论和技术基础。
Duan, J.C., 2014, Actuarial Par Spread and Empirical Pricing of CDS by Decomposition. Global Credit Review 4, 51-65.
Duan, J.C., W, Miao, 2016, Default Correlations and Large-Portfolio Credit Analysis. Journal of Business and Economic Statistics 34, 536-546.
Duan, J.C., S. Li, 2020, Enhanced PD-implied Ratings by Targeting the Credit Rating Migration Matrix. Working paper.