Asymmetric effects of noise in Merton default risk model : evidence from emerging Asia
Arti Omar, P. Krishna Prasanna
| Year of publication: |
2021
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|---|---|
| Authors: | Omar, Arti ; Prasanna, P. Krishna |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 65.2021, p. 1-16
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| Subject: | Default probabilities | Financial markets | Merton (1974) model | Noise-trading | Kreditrisiko | Credit risk | Asien | Asia | Finanzmarkt | Financial market | Insolvenz | Insolvency | Schätzung | Estimation | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Kreditwürdigkeit | Credit rating |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101497 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013252819