A simple empirical model of equity-implied probabilities of default

Citation

Altman, E, Fargher, N & Kalotay, E 2011, 'A simple empirical model of equity-implied probabilities of default', Journal of Fixed Income, vol. 20, no. 3, pp. 71-85.

Year

2011

ANU Authors

Field of Research

  • Accounting Theory And Standards

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