Search Results - subject:"Distance to default"

Corporate financial distress of industry level listings in Vietnam

Duc Hong Vo; Binh Ninh Vo Pham; Chi Minh Ho; McAleer, … - In: Journal of risk and financial management : JRFM 12 (2019) 4/155, pp. 1-17

Any critical analysis of the corporate financial distress of listed firms in international exchange would be incomplete without a serious dissection at the industry level, because of the different levels of risks concerned. This paper considers the financial distress of listed firms at the...

Persistent link: https://www.econbiz.de/10012173012

Stressed distance to default and default risk

Guo, Nan; Li, Lingfei - In: The journal of credit risk : published quarterly by … 18 (2022) 3, pp. 29-48

Persistent link: https://www.econbiz.de/10013549662

Distance to default based on the CEV-KMV model

Su, Wen - In: Journal of risk 24 (2022) 6, pp. 45-60

Persistent link: https://www.econbiz.de/10013549670

Firm-level political risk and distance-to-default

Islam, Md. Shahidul; Alam, Md. Samsul; Bin Hasan, Shehub; … - In: Journal of financial stability 63 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014371811

Contagion risk : cases of Islamic and emerging market banks

Yoon, Da-Eun; Choudhury, Tonmoy; Saha, Anup Kumar; … - In: International journal of Islamic and Middle Eastern … 15 (2022) 3, pp. 481-505

Persistent link: https://www.econbiz.de/10013337951

The size effect and default risk : evidence from the Vietnamese stock market

Le Quy Duong; Bertrand, Philippe - In: Review of financial economics : RFE 40 (2022) 4, pp. 377-388

Persistent link: https://www.econbiz.de/10013461475

Market uncertainty and distance to default of non-financial firms in Pakistan

Saleem, Qasim; Ahmed, Zeeshan; Noreen, Maria; Aslam, Arslan - In: International journal of trade and global markets 16 (2022) 1/3, pp. 59-72

Persistent link: https://www.econbiz.de/10013483392

Fresh evidence on the relationship between market power and default risk of Indian banks

Khan, Mohammad Azeem; Ahmad, Wasim - In: Finance research letters 46 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013341468

Quantifying sovereign risk in the euro area

Singh, Manish K.; Gómez Puig, Marta; Sosvilla-Rivero, … - In: Economic modelling 95 (2021), pp. 76-96

Persistent link: https://www.econbiz.de/10012695852

A structural approach to default modelling with pure jump processes

Aguilar, Jean-Philippe; Pesci, Nicolas; James, Victor - In: Applied mathematical finance 28 (2021) 1, pp. 48-78

Persistent link: https://www.econbiz.de/10012625981