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Modeling bankruptcy proceedings for high-yield debt portfolios
Parnes, Dror - In: The journal of fixed income 19 (2009/10) 2, pp. 23-33
Persistent link: https://www.econbiz.de/10003893436
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Applying credit score models to multiple states of nature
Parnes, Dror - In: The journal of fixed income 17 (2007) 3, pp. 57-71
Persistent link: https://www.econbiz.de/10003687358
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A density-dependent model for credit ratings migration dynamics
Parnes, Dror - In: The journal of fixed income 17 (2007) 1, pp. 26-37
Persistent link: https://www.econbiz.de/10003502377
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Anisotropic credit scheme for municipal revenue bonds
Parnes, Dror - In: The journal of fixed income 20 (2010/11) 4, pp. 91-99
Persistent link: https://www.econbiz.de/10009007988
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Observed leniency among the credit rating agencies
Parnes, Dror - In: The journal of fixed income 28 (2018) 1, pp. 48-60
Persistent link: https://www.econbiz.de/10011905578
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MODELING BANKRUPTCY PROCEEDINGS FOR HIGH-YIELD DEBT PORTFOLIOS
Parnes, Dror - In: The journal of fixed income 19 (2009) 2, pp. 23-33
Persistent link: https://www.econbiz.de/10008321256
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A DENSITY-DEPENDENT MODEL FOR CREDIT RATINGS MIGRATION DYNAMICS
Parnes, Dror - In: The journal of fixed income 17 (2007) 1, pp. 26-37
Persistent link: https://www.econbiz.de/10007757058
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APPLYING CREDIT SCORE MODELS TO MULTIPLE STATES OF NATURE
Parnes, Dror - In: The journal of fixed income 17 (2007) 3, pp. 57-71
Persistent link: https://www.econbiz.de/10007902825
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ANISOTROPIC CREDIT SCHEME FOR MUNICIPAL REVENUE BONDS
Parnes, Dror - In: The journal of fixed income 20 (2011) 4, pp. 91-91
Persistent link: https://www.econbiz.de/10008993324