From equity to default correlation with taxes
Year of publication: |
2020
|
---|---|
Authors: | Liu, Sheen ; Qi, Howard ; Xie, Yan Alice |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 8, p. 1373-1388
|
Subject: | Default correlation | Equity correlation | Structural model | Taxes | Theorie | Theory | Korrelation | Correlation | Kreditrisiko | Credit risk | Insolvenz | Insolvency |
-
Inferring default correlation from equity return correlation
Liu, Sheen, (2015)
-
Mortgages : estimating default correlation and forecasting default risk
Neumann, Tobias, (2018)
-
Jakob, Kevin, (2022)
- More ...
-
Cash reserve and venture business survival probability
Liu, Sheen, (2006)
-
Incorporating real-options analysis into the accounting curriculum
Stout, David E., (2008)
-
Credit risk models: an analysis of default correlation
Qi, Howard, (2010)
- More ...