Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Gurdip Bakshi; Dilip Madan; Frank Xiaoling Zhang
| Year of publication: |
2006
|
|---|---|
| Authors: | Bakshi, Gurdip S. ; Madan, Dilip B. ; Zhang, Frank Xiaoling |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 4, p. 1955-1987
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| Subject: | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Hedging | Betriebliche Kennzahl | Financial ratio | Anleihe | Bond | Zustandsraummodell | State space model |
| 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://ebvufind01.dmz1.zbw.eu/10003378503