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~isPartOf:"Royal Economic Society Annual Conference 2003"
~person:"Kapetanios, George"
~person:"Outram, Robert"
~person:"Young, Garry"
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Search: ("Secession" OR "UK" OR "Referendums" OR "Regional Autonomy" OR "Scotland") AND NOT isPartOf:Intereconomics
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Merton models
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corporate failure
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forecasting
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implied default probabilities
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signal-extraction
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Kapetanios, George
Outram, Robert
Young, Garry
Dolton, Peter
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Royal Economic Society Annual Conference 2003
CA : incorporating the Accountant's magazine, the journal of the Institute of Chartered Accountants of Scotland
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A Merton Model Approach to Assessing the Default Risk of
UK
Public Companies
Tudela, Merxe
;
Young, Garry
-
Royal Economic Society - RES
-
2003
This paper shows how a Merton-model approach can be used to develop measures of the probability of failure of quoted
UK
…
Persistent link: https://www.econbiz.de/10005577138
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2
Forecasting with measurement errors in dynamic models
Yates, Tony
;
Harrison, Richard
;
Kapetanios, George
-
Royal Economic Society - RES
-
2003
the measurement error in that data. The gains to be had in forecasting are illustrated using a model of
UK
business …
Persistent link: https://www.econbiz.de/10005022107
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