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Default rates in the syndicated bank loan market: A mortality analysis

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  • Altman, Edward I.
  • Suggitt, Heather J.

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  • Altman, Edward I. & Suggitt, Heather J., 2000. "Default rates in the syndicated bank loan market: A mortality analysis," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 229-253, January.
    • Handle: RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:229-253
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    References listed on IDEAS

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    1. Asquith, Paul & Mullins, David W, Jr & Wolff, Eric D, 1989. " Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls," Journal of Finance, American Finance Association, vol. 44(4), pages 923-952, September.
    2. Altman, Edward I, 1989. " Measuring Corporate Bond Mortality and Performance," Journal of Finance, American Finance Association, vol. 44(4), pages 909-922, September.
    3. Keith Barnish & Steve Miller & Michael Rushmore, 1997. "The New Leveraged Loan Syndication Market," Journal of Applied Corporate Finance, Morgan Stanley, vol. 10(1), pages 79-88, March.
    4. Mark Carey, 1998. "Credit Risk in Private Debt Portfolios," Journal of Finance, American Finance Association, vol. 53(4), pages 1363-1387, August.
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