Issue Date | Title | Author(s) |
May-2002 | Revisiting Credit Scoring Models in a Basel 2 Environment | Altman, Edward I. |
Feb-2003 | Defaults and Returns on High Yield Bonds: The Year 2002 in Review and the Market Outlook | Altman, Edward I.; Bana, Gaurav |
Feb-2003 | Market Size and Investment Performance of Defaulted Bonds and Bank Loans: 1987-2002 | Altman, Edward I.; Jha, Shubin |
Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |