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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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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; … - 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 : effects on the procyclicality of regulatory capital ratios
Altman, Edward I.; Resti, Andrea; Sironi, Andrea - 2002
Persistent link: https://www.econbiz.de/10013431894
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The prediction of corporate bankruptcy : a discriminant analysis
Altman, Edward I. - 1988
Persistent link: https://www.econbiz.de/10000769270
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Corporate financial distress : a complete guide to predicting, avoiding and dealing with bankruptcy
Altman, Edward I. - 1983
Persistent link: https://www.econbiz.de/10000687093
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Predicting corporate distress in a turbulent economic and regulatory environment
Altman, Edward I. - In: Rassegna economica : rivista internazionale di economia … 68 (2004) 2, pp. 483-524
Persistent link: https://www.econbiz.de/10003418292
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Default recovery rates and LGD in credit risk modeling and practice : an updated review of the literature and empirical evidence
Altman, Edward I. - In: Advances in credit risk modelling and corporate …, (pp. 175-206). 2008
Persistent link: https://www.econbiz.de/10003751512
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Managing credit risk : a challenge for the new millennium
Altman, Edward I. - 2001
Persistent link: https://www.econbiz.de/10001629741