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Intertemporal forecasts of defaulted bond recoveries and portfolio losses
Kalotay, Egon A.; Altman, Edward I. - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 433-463
Persistent link: https://www.econbiz.de/10011778628
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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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Can monetary policy lean against housing bubbles?
André, Christophe; Caraiani, Petre; Călin, Adrian Cantemir - In: Economic modelling 110 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013348304
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A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Altman, Edward I. - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10012041794
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Defaults and returns in the high-yield bond market : third-quarter 2013 review
Altman, Edward I.; Kuehne, Brenda J. - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 269-296
Persistent link: https://www.econbiz.de/10011949626
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Small and medium-sized enterprises that borrow from "alternative" lenders in the United Kingdom : who are they?
Sabato, Gabriele; Altman, Edward I.; Andreeva, Galina - In: The journal of credit risk : published quarterly by … 17 (2021) 2, pp. 63-86
Persistent link: https://www.econbiz.de/10012671420
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Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - In: Energy economics 56 (2016), pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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Time-varying risk aversion and realized gold volatility
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
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A simple empirical model of equity-implied probabilities of default
Altman, Edward I.; Fargher, Neil; Kalotay, Egon - In: The journal of fixed income 20 (2010/11) 3, pp. 71-85
Persistent link: https://www.econbiz.de/10008858607