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Testing the adequacy of Markov chain and mover-stayer models as representations of credit behavior

Frydman, Halina - In: Operations research 33 (1985) 6, pp. 1203-1214

Persistent link: https://www.econbiz.de/10001019471

Corporate inefficiency and the risk of takeover

Trimbath, Susanne; Frydman, Halina; Frydman, Roman - 2000

Persistent link: https://www.econbiz.de/10001557007

Introducing recursive partitioning for financial classification : the case of financial distress

Frydman, Halina - In: Studies in banking and finance 7 (1988)

Persistent link: https://www.econbiz.de/10001273336

Cost Inefficiency, Size of Firms and Takeovers.

Trimbath, Susanne; Frydman, Halina; Frydman, Roman - In: Review of Quantitative Finance and Accounting 17 (2001) 4, pp. 397-420

This study, using the Cox proportional hazards model, finds that the risk of takeover rises with cost inefficiency. It also finds that a firm faces a significantly higher risk of takeover if its cost performance lags behind its industry benchmark. Moreover, these findings appear to be remarkably...

Persistent link: https://www.econbiz.de/10005673886

Asymptotic Inference for the Parameters of a Discrete-Time Square-Root Process

Frydman, Halina - In: Mathematical finance : an international journal of … 4 (1994) 2, pp. 169-182

Persistent link: https://www.econbiz.de/10008223926

Credit rating dynamics and Markov mixture models

Frydman, Halina; Schuermann, Til - In: Journal of banking & finance 32 (2008) 6, pp. 1062-1075

Persistent link: https://www.econbiz.de/10008052220

Cost Inefficiency, Size of Firms and Takeovers

Trimbath, Susanne; Frydman, Halina; Frydman, Roman - In: Review of quantitative finance and accounting 17 (2001) 4, pp. 397

Persistent link: https://www.econbiz.de/10007170325

Modeling the effect of macroeconomic factors on corporate default and credit rating transitions

Figlewski, Stephen; Frydman, Halina; Liang, Weijian - In: International review of economics & finance : IREF 21 (2012) 1, pp. 87-106

Persistent link: https://www.econbiz.de/10009816935

Credit rating dynamics and Markov mixture models

Frydman, Halina; Schuermann, Til - In: Journal of banking & finance 32 (2008) 6, pp. 1062-1076

Persistent link: https://www.econbiz.de/10008883926

Cost inefficiency, size of firms and takeovers

Trimbath, Susanne; Frydman, Halina; Frydman, Roman - In: Review of quantitative finance and accounting 17 (2001) 4, pp. 397-420

Persistent link: https://www.econbiz.de/10001748184