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Default rates in the syndicated bank loan market: A mortality analysis Author info | Abstract | Publisher info | Download info | Related research | Statistics Altman, Edward I.
Suggitt, Heather J.
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Article provided by Elsevier in its journal Journal of Banking & Finance .
Volume (Year): 24 (2000)
Issue (Month): 1-2 (January)
Pages: 229-253
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Handle: RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:229-253Contact details of provider: Web page: http://www.elsevier.com/locate/jbf
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Jonathan D. Jones & William W. Lang & Peter Nigro, 2001.
"Recent trends in bank loan syndications: evidence for 1995-1999 ,"
Proceedings ,
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Mark Carey, 2000.
"Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements ,"
NBER Working Papers
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[Downloadable!] (restricted)
Siem Jan Koopman & André Lucas & Robert J. Daniels, 2005.
"A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk ,"
DNB Working Papers
055, Netherlands Central Bank, Research Department.
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Other versions:
Siem Jan Koopman & André Lucas & Robert Daniels, 2005.
"A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk ,"
Tinbergen Institute Discussion Papers
05-060/4, Tinbergen Institute.
[Downloadable!] Koopman, Siem Jan & Lucas, André, 2008.
"A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk ,"
Journal of Business & Economic Statistics ,
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[Downloadable!] (restricted) Yener Altunbaş & Alper Kara & David Marqués-Ibáñez, 2009.
"Large debt financing: syndicated loans versus corporate bonds ,"
Working Paper Series
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Mark Carey, 2000.
"Dimensions of credit risk and their relationship to economic capital requirements ,"
Finance and Economics Discussion Series
2000-18, Board of Governors of the Federal Reserve System (U.S.).
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Jarko Fidrmuc & Christa Hainz & Anton Malesich, 2006.
"Default Rates in the Loan Market for SMEs: Evidence from Slovakia ,"
William Davidson Institute Working Papers Series
wp854, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
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Other versions: Rudiger Kiesel & William Perraudin & Alex Taylor, .
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Bank of England working papers
131, Bank of England.
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Carling , Kenneth & Lundberg, Sofia, 2002.
"Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle ,"
Working Paper Series
144, Sveriges Riksbank (Central Bank of Sweden).
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Katheryn N. Russ & Diego Valderrama, 2009.
"A Theory of Banks, Bonds, and the Distribution of Firm Size ,"
NBER Working Papers
15454, National Bureau of Economic Research, Inc.
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Other versions:
Russ, Katheryn N. & Valderrama, Diego, 2009.
"A Theory of Banks, Bonds, and the Distribution of Firm Size ,"
Working Papers
09-16, University of California at Davis, Department of Economics.
[Downloadable!] Katheryn N. Russ & Diego Valderrama, 2009.
"A theory of banks, bonds, and the distribution of firm size ,"
Working Paper Series
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[Downloadable!] Mark Carey & Mark Hrycay, 2000.
"Parameterizing credit risk models with rating data ,"
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2000-47, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
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