Listar Artículos de revista INARBE - INARBE aldizkari artikuluak por autor UPNA "Sánchez Alegría, Santiago"
Mostrando ítems 1-2 de 2
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Lagged accuracy in credit-risk measures
Abinzano Guillén, María Isabel
; González Urteaga, Ana ; Muga Caperos, Luis Fernando ; Sánchez Alegría, Santiago (Elsevier, 2022)
Artículo / Artikulua
This paper analyzes the magnitude (accuracy) and length (time) of the lag in the incorporation of new information in different measures of credit risk. The results, for US firms, show a lag for Altman’s Z accounting measure ... -
Performance of default-risk measures: the sample matters
Abinzano Guillén, María Isabel ; González Urteaga, Ana ; Muga Caperos, Luis Fernando ; Sánchez Alegría, Santiago (Elsevier, 2020)
Artículo / Artikulua 
This paper examines the predictive power of the main default-risk measures used by both academics and practitioners, including accounting measures, market-price-based measures and the credit rating. Given that some measures ...
