Market-based estimation of default probabilities and its application to financial market surveillance

समान संसाधन

• Fundamentals-based estimation of default probabilities a survey /
  द्वारा: Chan-Lau, Jorge A.
  प्रकाशित: (2006)
• Currency mismatches and corporate default risk modeling, measurement, and surveillance applications /
  द्वारा: Chan-Lau, Jorge A.
  प्रकाशित: (2006)
• Estimating default frequencies and macrofinancial linkages in the Mexican banking sector
  द्वारा: Blavy, Roldolphe
  प्रकाशित: (2009)
• Distance-to-default in banking a bridge too far? /
  द्वारा: Chan-Lau, Jorge A.
  प्रकाशित: (2006)
• Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
  द्वारा: Chan-Lau, Jorge A.
  प्रकाशित: (2006)