A simple empirical model of equity-implied probabilities of default

Journal of Fixed Income

Volumn 20, Issue 3, 2011, Pages 71-85

  Altman, Edward ^a   Fargher, Neil ^b   Kalotay, Egon ^c  

^a NEW YORK UNIVERSITY   (United States)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^c MACQUARIE UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78651246966     PISSN: 10598596     EISSN: None     Source Type: Journal    
DOI: 10.3905/jfi.2011.20.3.071     Document Type: Article

References (14)

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