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The link between default and recovery rates : theory, empirical evidence and implications
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - 2003
Persistent link: https://www.econbiz.de/10001754467
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The link between default and recovery rates : implications for credit risk models and procyclicality
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - 2002
Persistent link: https://www.econbiz.de/10001682349
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The link between default and recovery rates : theory, empirical evidence, and implications
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - In: The journal of business : B 78 (2005) 6, pp. 2203-2228
Persistent link: https://www.econbiz.de/10003294717
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The link between default and recovery rates : theory, empirical evidence, and implications
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - In: Credit risk : models, derivatives, and management, (pp. 211-234). 2008
Persistent link: https://www.econbiz.de/10003718478
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Default recovery rates in credit risk modelling : a review of the literature and empirical evidence
Altman, Edward I.; Resti, Andrea; Sironi, Andrea - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 2, pp. 183-208
Persistent link: https://www.econbiz.de/10003690200
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The link between default and recovery rates : effects on the procyclicality of regulatory capital ratios
Altman, Edward I.; Resti, Andrea; Sironi, Andrea - 2002
Persistent link: https://www.econbiz.de/10013431894