A comparative study of firm value models : default risk of corporate bonds
Sung Ik Kim
| Year of publication: |
2023
|
|---|---|
| Authors: | Kim, Sung Ik |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-10
|
| Subject: | Firm value models | Hidden-Markov chain process | Merton firm value model | Normal tempered stable (NTS) process | NTS firm value model | Regime switching process | Unternehmenswert | Firm value | Theorie | Theory | Börsenkurs | Share price | Unternehmensanleihe | Corporate bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473613