Forecasting default with the Merton distance to default model
Sreedhar T. Bharath; Tyler Shumway
| Year of publication: |
2008
|
|---|---|
| Authors: | Bharath, Sreedhar T. ; Shumway, Tyler |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 3, p. 1339-1369
|
| Subject: | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Unternehmensanleihe | Corporate bond | Derivat | Derivative | Theorie | Theory | USA | United States | 1980-2003 |
| 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/10003742248