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Credit Modelling 50 Years after Altman's Z-score
2020This dissertation investigates the relationships between probability of default and firm-level covariates. Two hypotheses are tested by comparing different specifications. I find abundant evidence suggesting that some univariate relationships between firm-level covariates and probability of default and some ceteris paribus relationship between firm ...
openaire +1 more source
Journal of International Financial Management and Accounting, 2020
María-Del-Mar Camacho-Miñano +2 more
exaly
María-Del-Mar Camacho-Miñano +2 more
exaly
Beneish M-score and Altman Z-score as a catalyst for corporate fraud detection
Journal of Investment Compliance, 2020exaly
'Altman Ζ-score model' and prediction of business failures
International Journal of Monetary Economics and Finance, 2008exaly

