Default prediction models : the role of forward-looking measures of returns and volatility
Hong Miao, Sanjay Ramchander, Patricia Ryan, Tianyang Wang
| Year of publication: |
2018
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|---|---|
| Authors: | Miao, Hong ; Ramchander, Sanjay ; Ryan, Patricia ; Wang, Tianyang |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 46.2018, p. 146-162
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| Subject: | Default prediction | Distance to default | Implied cost of capital | Implied volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Kapitalkosten | Cost of capital | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2018.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012103422