Ratings Versus Market-Based Measures of Default Risk of East Asian Banks
Year of publication: |
2007-08
|
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Authors: | Wong, Eric ; Hui, Cho-Hoi ; Lo, Chi-fai |
Institutions: | Hong Kong Monetary Authority |
Subject: | Asian financial crisis | credit rating agencies | credit risk models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 0712 30 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G13 - Contingent Pricing; Futures Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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