Does using time-varying target leverage ratios in structural credit risk models improve their accuracy?
Cho-Hoi Hui; Tak-Chuen Wong; Chi-Fai Lo; Ming-Xi Huang
| Year of publication: |
2012
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|---|---|
| Authors: | Hui, Cho H. ; Wong, Tak-chuen ; Lo, Chi-fai ; Ming Xi Huang |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 6.2012, 3, p. 27-49
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| Subject: | Kapitalstruktur | Capital structure | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Modellierung | Scientific modelling | 1996-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009658577