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~person:"Liu, Sheen"
~subject:"Credit risk"
~type_genre:"Article in journal"
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Search: subject:"structural model"
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Liu, Sheen
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European financial management : the journal of the European Financial Management Association
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Quantitative finance
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From equity to default correlation with taxes
Liu, Sheen
;
Qi, Howard
;
Xie, Yan Alice
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1373-1388
Persistent link: https://www.econbiz.de/10012262668
Saved in:
2
Inferring default correlation from equity return correlation
Liu, Sheen
;
Qi, Howard
;
Shi, Jian
;
Xie, Yan Alice
- In:
European financial management : the journal of the …
21
(
2015
)
2
,
pp. 333-359
Persistent link: https://www.econbiz.de/10010516668
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