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Including defaulted bonds in the capital market asset spectrum
Reilly, Frank K.; Wright, David J.; Altman, Edward I. - In: The journal of fixed income 8 (1998) 3, pp. 33-48
Persistent link: https://www.econbiz.de/10001364562
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A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Altman, Edward I. - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10012041794
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Financial and nonfinancial variables as long-horizon predictors of bankruptcy
Altman, Edward I.; Iwanicz-Drozdowska, Małgorzata; … - In: The journal of credit risk : published quarterly by … 12 (2016) 4, pp. 49-78
Persistent link: https://www.econbiz.de/10011645437
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A simple empirical model of equity-implied probabilities of default
Altman, Edward I.; Fargher, Neil; Kalotay, Egon - In: The journal of fixed income 20 (2010/11) 3, pp. 71-85
Persistent link: https://www.econbiz.de/10008858607
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Covid-19 and the credit cycle
Altman, Edward I. - In: The journal of credit risk : published quarterly by … 16 (2020) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012298985
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Covid-19 and the credit cycle : 2020 revisited and 2021 outlook
Altman, Edward I. - In: The journal of credit risk : published quarterly by … 17 (2021) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10013185678