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Rating Drift in High-Yield Bonds · Study

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ArticleRating Drift in High-Yield Bonds

Edward I. Altman1992

Article1992

Rating Drift in High-Yield Bonds

Edward I. Altman · Duen-Li Kao

104 citations·0/0 files stored·The Journal of Fixed Income

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Financial Distress and Bankruptcy Prediction

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2005Confidence intervals for probabilities of default 2000Estimating and Pricing Credit Risk: An Overview 2004An empirical comparison of default risk forecasts from alternative credit rating philosophies 2008The credit rating process and estimation of transition probabilities: A Bayesian approach 1992Revisiting the High-Yield Bond Market 2004Ratings versus market-based measures of default risk in portfolio governance 2016Mind the Gap: The Difference between U.S. and European Loan Rates 2007The ordered qualitative model for credit rating transitions

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Year1992

Typearticle

Published1992-03-31

VenueThe Journal of Fixed Income

ISSN-L1059-8596

Languageen

Citations104

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.3905/jfi.1992.408035

openalex_workW2152893294

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