Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Gurdip Bakshi, Dilip Madan, and Frank Xiaoling Zhang
| Year of publication: |
2008
|
|---|---|
| Authors: | Bakshi, Gurdip S. ; Madan, Dilip B. ; Zhang, Frank Xiaoling |
| Published in: |
Credit risk : models, derivatives, and management. - Boca Raton, Fla [u.a.] : CRC Press, ISBN 1-58488-994-2. - 2008, p. 155-180
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| Subject: | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Hedging | Anleihe | Bond | Zustandsraummodell | State space model | Betriebliche Kennzahl | Financial ratio | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003718458