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Dynamic risk model for CMO with credit tranching
Parnes, Dror - In: International journal of financial engineering 2 (2015) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011493318
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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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The corporate acquisition policy of financially distressed firms
Parnes, Dror - In: The financial review : the official publication of the … 44 (2009) 4, pp. 603-623
Persistent link: https://www.econbiz.de/10003899955
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Approximating default probabilities with soft information
Parnes, Dror - In: The journal of credit risk : published quarterly by … 8 (2012) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10009539248
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The information content of analysts reports and bankruptcy risk measures
Parnes, Dror - In: Applied financial economics 20 (2010) 19/21, pp. 1499-1513
Persistent link: https://www.econbiz.de/10009011597
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Developments in corporate creditworthiness around ownership events
Parnes, Dror - In: International journal of managerial finance : IJMF 7 (2011) 4, pp. 377-396
Persistent link: https://www.econbiz.de/10009381454
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Why do bond and stock prices and trading volume change around credit rating announcements?
Parnes, Dror - In: The journal of behavioral finance : a publication of … 9 (2008) 4, pp. 224-231
Persistent link: https://www.econbiz.de/10003808440
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Modeling bank failure risk
Parnes, Dror - In: Banking and finance review 4 (2012) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10009729219
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Time series patterns in credit ratings
Parnes, Dror - In: Finance research letters 4 (2007) 4, pp. 217-226
Persistent link: https://www.econbiz.de/10003702498
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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